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基于ARFIMA(p,d,q)过程的半参数估计量分布特征及其有偏性研究 被引量:1
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作者 邓露 《统计研究》 CSSCI 北大核心 2010年第9期97-103,共7页
本文运用蒙特卡罗模拟的方法对小样本下长记忆性的三种半参数估计量的分布特征尤其是有偏性问题进行了深入分析。结果发现,当长记忆和短记忆同时存在时,在大多数情况下,各参数估计量仍然服从正态分布,因此在小样本下仍可以构造t统计量... 本文运用蒙特卡罗模拟的方法对小样本下长记忆性的三种半参数估计量的分布特征尤其是有偏性问题进行了深入分析。结果发现,当长记忆和短记忆同时存在时,在大多数情况下,各参数估计量仍然服从正态分布,因此在小样本下仍可以构造t统计量判别参数的显著性,但由于受到短期参数的影响,估计量的分布是有偏的,因此导致参数的估计和检验出现偏差。而当真实数据过程接近非平稳或过度差分时,半参数估计量的分布也会发生改变。 展开更多
关键词 长记忆 参数估计量 有偏性 蒙特卡罗模拟
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最小Hellinger距离方法在扩散过程参数估计中的应用——基于转移密度的估计量
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作者 吴苛 陈萍 《安徽师范大学学报(自然科学版)》 CAS 2017年第5期438-446,共9页
为了研究扩散过程的参数估计问题,本文基于最小Hellinger距离的定义给出了利用转移密度构造的参数估计量.首先定义了转移密度的非参数估计量并研究了它的性质(一致收敛性以及渐近正态性),然后通过最小化扩散过程的转移密度和该密度的一... 为了研究扩散过程的参数估计问题,本文基于最小Hellinger距离的定义给出了利用转移密度构造的参数估计量.首先定义了转移密度的非参数估计量并研究了它的性质(一致收敛性以及渐近正态性),然后通过最小化扩散过程的转移密度和该密度的一个非参数估计量之间的距离构造扩散过程的参数统计量,实现这一统计量的一致收敛性和渐近正态性.最后为了强调说明该方法的可行性,本文将这一方法应用于几何Brown运动和CEV模型这两个例子. 展开更多
关键词 扩散过程 转移密度 参数估计量 最小Hellinger距离 参数估计
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基于多普勒频率与距离数据融合的脱靶量参数估计
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作者 冯定伟 吴嗣亮 +1 位作者 魏国华 王旭 《电子与信息学报》 EI CSCD 北大核心 2012年第11期2615-2620,共6页
该文提出了一种同时应用多普勒频率和距离信息的脱靶量参数估计方法。该方法将多普勒频率信息和距离信息根据测量数据的噪声协方差进行非线性加权数据融合处理,建立相应的最小二乘过程的代价函数并利用非线性优化方法对脱靶量参数进行... 该文提出了一种同时应用多普勒频率和距离信息的脱靶量参数估计方法。该方法将多普勒频率信息和距离信息根据测量数据的噪声协方差进行非线性加权数据融合处理,建立相应的最小二乘过程的代价函数并利用非线性优化方法对脱靶量参数进行求解。通过对参数估计克拉美罗界的理论推导说明了该方法相对于应用单一多普勒频率或距离观测量的方法对参数估计性能的改善,并应用数值计算方法对参数估计性能进行了分析,最后通过计算机仿真验证了该方法的有效性。 展开更多
关键词 脱靶参数估计 数据融合 多普勒频率
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基于矩思想的Gamma分布形状参数估计 被引量:1
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作者 陈超 孟昭为 陈群 《山东理工大学学报(自然科学版)》 CAS 2015年第1期32-34,共3页
Gamma分布的参数估计问题在数学中占有非常重要的地位.通过运用矩思想成功地对Gamma分布的形状参数进行了估计,并对所构建的估计量的性质进行了理论分析.
关键词 伽马分布 矩思想 参数估计量
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关于存在变量误差的半线性模型
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作者 李剑秋 《浙江师大学报(自然科学版)》 CAS 2001年第2期129-133,共5页
运用广义最小二乘法研究了一类半线性模型中的参数、函数的估计量问题 。
关键词 半线性模型 参数估计量 函数估计 一致性 误差 广义最小二乘法
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非参数检验的概念
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《中国现代医生》 2012年第35期160-160,共1页
非参数检验是相对于参数检验而言。一般来说,参数检验,假定比较数据服从某分布,
关键词 参数检验 卫生统计学 参数估计量 医学期刊
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一般线性回归模型——参数估计、假设检验、回归预测 被引量:4
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作者 王钦秀 《数量经济技术经济研究》 1988年第2期39-44,共6页
经济计量学中,对单一的线性回归模型的参数估计,最常用的是普通最小平方回归法(Ordinary Least Squares regression method,简记 OLS。下同)。然而,只当模型(1)满足所谓“标准线性回归模型”时,应用 OLS 才能保证所得参数估计量具有最... 经济计量学中,对单一的线性回归模型的参数估计,最常用的是普通最小平方回归法(Ordinary Least Squares regression method,简记 OLS。下同)。然而,只当模型(1)满足所谓“标准线性回归模型”时,应用 OLS 才能保证所得参数估计量具有最优性质(即线性、无偏、方差最小的统计特性);才能保证假设检验推理的正确性;才能保证预测量的最优性。 展开更多
关键词 标准线性回归模型 参数估计量 假设检验 回归预测 预测 最小平方回归法 方差 经济计 最优性质 统计特性
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多重共线性问题探讨 被引量:1
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作者 师应来 《统计与决策》 北大核心 1994年第5期10-11,共2页
多重共线性问题探讨师应来在包含两个或两个以上解释变量的多元回归模型中,应用最小平方法的一个重要条件就是解释变量间不存在多重共线性。所谓多重共线性就是指解释变量之间存在完全的线性关系或接近的线性关系。产生多重共线性的原... 多重共线性问题探讨师应来在包含两个或两个以上解释变量的多元回归模型中,应用最小平方法的一个重要条件就是解释变量间不存在多重共线性。所谓多重共线性就是指解释变量之间存在完全的线性关系或接近的线性关系。产生多重共线性的原因很多,归纳起来大致有以下三种原因... 展开更多
关键词 多重共线性 解释变 最小平方法 性问题 消费函数 多项式次数 线性关系 参数估计量 线性变换 经济变
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Parameter Estimations of Rayleigh Distribution 被引量:20
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作者 林金官 《Chinese Quarterly Journal of Mathematics》 CSCD 2000年第4期49-54,共6页
设随机变量X服从Rayleigh分布,其密度函数为p(x;β)=2x/βe-x^2/β,x>0,β>0为参数,对变换群G={gc;gc(x)=c^2x,c>0},本文分别在平方损失和熵损失下研究了β在G上的最优同变估计;当β有先验信息时,给出了β的Bayes估计。
关键词 Rayleigh distribution transformation group minimum risk equivariant estimations Bayesian estimations
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连续系统可靠性分析方法研究 被引量:1
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作者 郝广波 谢里阳 李景波 《机械制造》 2008年第9期68-71,共4页
由于对管道、钢缆这样的典型连续系统进行可靠性评价比较困难,因此不能将管道作为一个元件对待,须将连续系统看成由若干单元组成的一个"串联系统"。首先,应用最小次序统计量推导出连续系统强度分布函数的Weibull表达式,并通... 由于对管道、钢缆这样的典型连续系统进行可靠性评价比较困难,因此不能将管道作为一个元件对待,须将连续系统看成由若干单元组成的一个"串联系统"。首先,应用最小次序统计量推导出连续系统强度分布函数的Weibull表达式,并通过参数变换确定连续系统的强度分布。而且强度分布能通过实验所确定的参数来表示。然后,应用最大似然估计法对连续系统强度分布的参数进行估计,并应用系统级的应力-强度干涉模型计算连续系统的可靠度。最后讨论连续系统可靠度的极值问题,为管道、钢缆类连续系统的可靠性评价提供依据。 展开更多
关键词 连续系统次序统计Weibull分布参数变换参数估计可靠性
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Estimation of Geodetic Parameters with VLBI Data of Last 5 Years 被引量:4
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作者 WEI Erhu LIU Jingnan SHI Chuang 《Geo-Spatial Information Science》 2007年第1期12-16,共5页
The meaning to research the potential of VLBI for geodetic applications is summarized. And the observation models and their related parameters of geodetic interest are investigated. Then, the principle and method of u... The meaning to research the potential of VLBI for geodetic applications is summarized. And the observation models and their related parameters of geodetic interest are investigated. Then, the principle and method of using the random model in VLBI data processing are investigated. With the world wide VLBI data from 2000-2004, the conditions to compute the parameters of geodetic interest are introduced, and so are the computing methods and processes. And the computed resuits of the parameters of geodetic interest are analyzed. 展开更多
关键词 VLBI observation model parameters of geodetic interest random model computation and analysis
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Semiparametric Regression and Model Refining 被引量:13
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作者 SUN Haiyan WU Yun 《Geo-Spatial Information Science》 2002年第4期10-13,共4页
This paper presents a semiparametric adjustment method suitable for general cases.Assuming that the regularizer matrix is positive definite,the calculation method is discussed and the corresponding formulae are presen... This paper presents a semiparametric adjustment method suitable for general cases.Assuming that the regularizer matrix is positive definite,the calculation method is discussed and the corresponding formulae are presented.Finally,a simulated adjustment problem is constructed to explain the method given in this paper.The results from the semiparametric model and G_M model are compared.The results demonstrate that the model errors or the systematic errors of the observations can be detected correctly with the semiparametric estimate method. 展开更多
关键词 model error systematric error semiparametric regression model refine regularizer matrix smoothing parameter
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Improved seismoacoustic analysis model and its application to source parameter inversion of near-surface small-yield chemical explosions 被引量:4
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作者 Zhang Liang-Yong Li Xin +4 位作者 Liang Xu-Bin Wang Tong-Dong Tang Shi-Ying Zhang De-Zhi Zeng Xin-Wu 《Applied Geophysics》 SCIE CSCD 2021年第1期17-30,128,共15页
The seismoacoustic analysis method has broad potential applications to source parameter estimation for near-surface explosion events such as industrial explosions and terrorist attacks.In this study,current models wer... The seismoacoustic analysis method has broad potential applications to source parameter estimation for near-surface explosion events such as industrial explosions and terrorist attacks.In this study,current models were improved by modifying the acoustic model and adopting the Bayesian Markov-chain-Monte-Carlo inversion method.The source parameters of near-surface small-yield chemical explosions were analyzed via the improved seismoacoustic analysis model and by the estimation accuracy of seismoacoustic joint inversion.Estimation and analysis results showed that the improved seismoacoustic analysis model considered ground shock coupling and the impact of explosion products ejecting from the surface so that the improved acoustic impulse relation was more consistent with the measured data than the Ford impulse relation.It is suitable for deep-burial,shallow-burial,and near-surface aerial explosions.Furthermore,trade-off relationships were declined through the application of the improved model to source parameter inversion for near-surface small-yield chemical explosions,and source parameter estimation accuracy was improved. 展开更多
关键词 Near-surface chemical explosion small yield seismoacoustic analysis estimation of source parameters Bayesian MCMC method.
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Linear Support Vector Machine Based Inter-harmonic Modeling and Parameter Estimation 被引量:2
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作者 吕干云 张浩然 蔡秀珊 《Journal of Donghua University(English Edition)》 EI CAS 2009年第5期509-513,共5页
There are often system. The high measure many inter-harmonics in power t accuracy of inter-harmonics order, amplitude and initial phase is needed. A new approach is presented for inter-harmonic modeling and parameter ... There are often system. The high measure many inter-harmonics in power t accuracy of inter-harmonics order, amplitude and initial phase is needed. A new approach is presented for inter-harmonic modeling and parameter estimation based on linear support vector machine (SVM). Firstly, parameter estimation of linear model is realized based on standard linear SVM. Then, interharmonic model is transformed to a linear model according to trigonometric functions. The approach obtains order of inter-harmonic model with windowed Blackman-Tukey (BT) spectrum analysis, and gets number and frequency of harmonics. Finally, the linear SVM is applied to estimate the inter-harmonic parameters, amplitude and initial phase. The simulation results show that the proposed approach has high precision and good antinoise. The accuracy of three parameters are all higher than 98%. 展开更多
关键词 inter-harmonics parameter estimation BT spectrum analysis linear SVMA
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New Algorithm Model for Processing GeneralizedDynamic Nonlinear Data Derived from Deformation Monitoring Network
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作者 LINXiangguo LIANGYong 《Geo-Spatial Information Science》 2005年第2期133-137,共5页
The processing of nonlinear data was one of hot topics in surveying and mapping field in recent years. As a result, many linear methods and nonlinear methods have been developed. But the methods for processing general... The processing of nonlinear data was one of hot topics in surveying and mapping field in recent years. As a result, many linear methods and nonlinear methods have been developed. But the methods for processing generalized nonlinear surveying and mapping data, especially for different data types and including unknown parameters with random or nonrandom, are seldom noticed. A new algorithm model is presented in this paper for processing nonlinear dynamic multiple-period and multiple-accuracy data derived from deformation monitoring network. 展开更多
关键词 deformation monitoring generalized nonlinear data processing Marquardtmethod parameter estimate
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Estimate of Genetic Parameters of Grain Yield and Some Agronomic Traits in Durum Wheat Using Diallel Crosses 被引量:3
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作者 Mohammad Ali Hussain AI-Falahy 《Journal of Agricultural Science and Technology(B)》 2013年第1期26-34,共9页
Five varieties of durum wheat were crossed in full diallel fashion through 2010/2011 growing season. The five parents and their 20 F1 progenies were grown in 2011/2012 at the farm of faculty of agricultural and forest... Five varieties of durum wheat were crossed in full diallel fashion through 2010/2011 growing season. The five parents and their 20 F1 progenies were grown in 2011/2012 at the farm of faculty of agricultural and forestry, Duhok university, Iraq, using randomize complete block design with three replications to estimate heterosis, heritability and some genetic parameters for yield and its components. The results showed highly significant difference among genotypes for all studied traits. The parent Um Raby-5 had a positive general combining ability effect for most traits including grain yield. The crosses (Kokorete71× LD - 357E), (Crezo × Um Rahy-5), (Cimeto×Um Raby-5), (Cimeto×crezo) and (Cimeto × Kokorete 71) exhibited significant desirable specific combining ability effect for most traits. The dominance was greater than additive almost traits. Heritability inbroad sense was high but heritability in narrow sense was low. The expected genetic advance as percent of traits mean was low for all traits. Most crosses showed significant positive heterosis for most traits and two crosses, (Crezo Cimeto) and (Cimeto Urn Raby-5) had the highest positive heterosis for the most studied traits including grain yield. 展开更多
关键词 Duhok FACULTY full diallcl HETEROSIS hcritability.
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Parameter identification and pressure control of dynamic system in shield tunneling using least squares method 被引量:10
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作者 LI Shou-ju CAO Li-juan +1 位作者 SHANGGUAN Zi-chang LIU Bo 《Journal of Coal Science & Engineering(China)》 2010年第3期256-261,共6页
An estimation approach using least squares method was presented for identificationof model parameters of pressure control in shield tunneling.The state equation ofthe pressure control system for shield tunneling was a... An estimation approach using least squares method was presented for identificationof model parameters of pressure control in shield tunneling.The state equation ofthe pressure control system for shield tunneling was analytically derived based on themass equilibrium principle that the entry mass of the pressure chamber from cutting headwas equal to excluding mass from the screw conveyor.The randomly observed noise wasnumerically simulated and mixed to simulated observation values of system responses.The numerical simulation shows that the state equation of the pressure control system forshield tunneling is reasonable and the proposed estimation approach is effective even ifthe random observation noise exists.The robustness of the controlling procedure is validatedby numerical simulation results. 展开更多
关键词 parameter identification least squares method state equation shield tunneling
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Analysis of Traffic Parameter Estimation and Its Impacts on Wireless Channel
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作者 徐玉滨 沙学军 强蔚 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2004年第2期156-159,共4页
Wide band or broadband access was paid much attention with the development of radio transmission technique. The wireless access control procedure play an important role in this type of system and efficiency of control... Wide band or broadband access was paid much attention with the development of radio transmission technique. The wireless access control procedure play an important role in this type of system and efficiency of control algorithm has a great impact on throughput of channel resource. Based on wide band network control model and the characteristics of radio channel, this paper proposed a channel traffic estimation method and then performed a dynamic parameter control procedure and give detail analysis on estimation error and its impact on channel throughput and delay performance. Computation and simulation of system performance show a positive solntion on system design. 展开更多
关键词 wireless access MAC protocol DELAY channel throughput parameter estimation
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ON ASYMPTOTIC NORMALITY OF PARAMETERS IN LINEAR EV MODEL 被引量:3
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作者 ZHANG SANGUO CHEN XIRUHua Lee-Keng Institue for applied Mathematics and Information Science, Graduate School of ChineseAcademy of Sciences, Beijing 100039, China. Department of Mathematics, Graduate School of Chinese Academy of Sciences, 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2002年第4期495-506,共12页
This paper studies the parameter estimation of one dimensional linear errors-in-variables(EV) models in the case that replicated observations are available in some experimental points.Asymptotic normality is establis... This paper studies the parameter estimation of one dimensional linear errors-in-variables(EV) models in the case that replicated observations are available in some experimental points.Asymptotic normality is established under mild conditions, and the parameters entering the asymptotic variance are consistently estimated to render the result useable in construction of large-sample confidence regions. 展开更多
关键词 Errors-in-Variables model Asymptotic normality Replicated observations
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Partial functional linear quantile regression 被引量:4
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作者 TANG QingGuo CHENG LongSheng 《Science China Mathematics》 SCIE 2014年第12期2589-2608,共20页
This paper studies estimation in partial functional linear quantile regression in which the dependent variable is related to both a vector of finite length and a function-valued random variable as predictor variables.... This paper studies estimation in partial functional linear quantile regression in which the dependent variable is related to both a vector of finite length and a function-valued random variable as predictor variables. The slope function is estimated by the functional principal component basis. The asymptotic distribution of the estimator of the vector of slope parameters is derived and the global convergence rate of the quantile estimator of unknown slope function is established under suitable norm. It is showed that this rate is optirnal in a minimax sense under some smoothness assumptions on the covariance kernel of the covariate and the slope function. The convergence rate of the mean squared prediction error for the proposed estimators is also established. Finite sample properties of our procedures are studied through Monte Carlo simulations. A real data example about Berkeley growth data is used to illustrate our proposed methodology. 展开更多
关键词 partial functional linear quantile regression quantile estimator functional principal coraponent analysis convergence rate
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