风场强度与方向的季节性变化是季风区最显著的气象要素变化特征之一。Lu and Chan(1999)利用大气低层风场,定义了一个表征南海季风强度的指数,为简单起见,只用了经向风分量,研究表明该指数与华南夏季降水有很好的相关。为了进一步验证...风场强度与方向的季节性变化是季风区最显著的气象要素变化特征之一。Lu and Chan(1999)利用大气低层风场,定义了一个表征南海季风强度的指数,为简单起见,只用了经向风分量,研究表明该指数与华南夏季降水有很好的相关。为了进一步验证和改进该指数,本文利用逐月NCEP/NCAR(National Centers for Environmental Prediction/National Center for Atmospheric Research)风场再分析资料以及华南地区的基准、基本气象站降水资料,将设计指数时允许的实际风的投影方向从规定的正北方向(即经向风),拓展为允许偏转的其他方向,以此建立改进的指数。为了更好地反应改进后的指数与华南降水的月异常之间的关系,本文引入了广义线性模型及正态分布和Gamma分布两类假设,来建立两者非线性的回归关系。结果证明,实际风在自正北方向逆时针旋转11.3°的方向上的投影与华南降水具有最好的相关性,采用这一方向上的投影可以对原指数加以改进;中国南海季风所覆盖的风场与华南降水的月异常之间有显著的非线性关系,而对降水采用Gamma分布假设的广义线性模型能够比正态分布假设得到更符合实际的回归结果。展开更多
In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood e...In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lq-likelihood method than those through the maximum likelihood estimation method.展开更多
One important model in handling the multivariate data is the varying-coefficient partially linear regression model. In this paper, the generalized likelihood ratio test is developed to test whether its coefficient fun...One important model in handling the multivariate data is the varying-coefficient partially linear regression model. In this paper, the generalized likelihood ratio test is developed to test whether its coefficient functions are varying or not. It is showed that the normalized proposed test follows asymptotically x2-distribution and the Wilks phenomenon under the null hypothesis, and its asymptotic power achieves the optimal rate of the convergence for the nonparametric hypotheses testing. Some simulation studies illustrate that the test works well.展开更多
文摘风场强度与方向的季节性变化是季风区最显著的气象要素变化特征之一。Lu and Chan(1999)利用大气低层风场,定义了一个表征南海季风强度的指数,为简单起见,只用了经向风分量,研究表明该指数与华南夏季降水有很好的相关。为了进一步验证和改进该指数,本文利用逐月NCEP/NCAR(National Centers for Environmental Prediction/National Center for Atmospheric Research)风场再分析资料以及华南地区的基准、基本气象站降水资料,将设计指数时允许的实际风的投影方向从规定的正北方向(即经向风),拓展为允许偏转的其他方向,以此建立改进的指数。为了更好地反应改进后的指数与华南降水的月异常之间的关系,本文引入了广义线性模型及正态分布和Gamma分布两类假设,来建立两者非线性的回归关系。结果证明,实际风在自正北方向逆时针旋转11.3°的方向上的投影与华南降水具有最好的相关性,采用这一方向上的投影可以对原指数加以改进;中国南海季风所覆盖的风场与华南降水的月异常之间有显著的非线性关系,而对降水采用Gamma分布假设的广义线性模型能够比正态分布假设得到更符合实际的回归结果。
基金The National Natural Science Foundation of China(No.11171065)the Natural Science Foundation of Jiangsu Province(No.BK2011058)
文摘In order to detect whether the data conforms to the given model, it is necessary to diagnose the data in the statistical way. The diagnostic problem in generalized nonlinear models based on the maximum Lq-likelihood estimation is considered. Three diagnostic statistics are used to detect whether the outliers exist in the data set. Simulation results show that when the sample size is small, the values of diagnostic statistics based on the maximum Lq-likelihood estimation are greater than the values based on the maximum likelihood estimation. As the sample size increases, the difference between the values of the diagnostic statistics based on two estimation methods diminishes gradually. It means that the outliers can be distinguished easier through the maximum Lq-likelihood method than those through the maximum likelihood estimation method.
基金supported by National Natural Science Foundation of China under Grant No.1117112the Fund of Shanxi Datong University under Grant No.2010K4+1 种基金the Doctoral Fund of Ministry of Education of China under Grant No.20090076110001National Statistical Science Research Major Program of China under Grant No.2011LZ051
文摘One important model in handling the multivariate data is the varying-coefficient partially linear regression model. In this paper, the generalized likelihood ratio test is developed to test whether its coefficient functions are varying or not. It is showed that the normalized proposed test follows asymptotically x2-distribution and the Wilks phenomenon under the null hypothesis, and its asymptotic power achieves the optimal rate of the convergence for the nonparametric hypotheses testing. Some simulation studies illustrate that the test works well.