In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null d...In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.展开更多
Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying th...Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying the model of GPS signal in white Gaussian noise,It is proved that the test statistic follows central or noncentral F distribution,It is also pointed out that the test statistic is nearly identical to central or noncentral chi-squared distribution because the processing samples are large enough to be considered as infinite in GPS acquisition problem.It is also proved that the probability of false alarm,the probability of detection and the threshold are affected largely when the hypothesis testing refers to the full pseudorandom noise(PRN) code phase and Doppler frequency search space cells instead of each individual cell.The performance of the test statistic is also given with combining the noncoherent integration.展开更多
In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear met...In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear method, and then estimate the parameters by the two stage method. The test statistic under the null hypothesis is calculated, and it is shown to be asymptotically normal.展开更多
We propose the test statistic to check whether the nonpararnetric functions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alte...We propose the test statistic to check whether the nonpararnetric functions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alternative by the local linear method, where we ignore the parametric components, and then estimate the parameters by the two stage method. The test statistic is derived, and it is shown to be asymptotically normal under the null hypothesis.展开更多
Linear mixed-effects models are widely used in analysis of longitudinal data. However, testing for zero-variance components of random effects has not been well-resolved in statistical literature, although some likelih...Linear mixed-effects models are widely used in analysis of longitudinal data. However, testing for zero-variance components of random effects has not been well-resolved in statistical literature, although some likelihood-based procedures have been proposed and studied. In this article, we propose a generalized p-value based method in coupling with fiducial inference to tackle this problem. The proposed method is also applied to test linearity of the nonparametric functions in additive models. We provide theoretical justifications and develop an implementation algorithm for the proposed method. We evaluate its finite-sample performance and compare it with that of the restricted likelihood ratio test via simulation experiments. We illustrate the proposed approach using an application from a nutritional study.展开更多
Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade y...Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.展开更多
In this paper,we propose generalized fiducial methods and construct four generalized p-values to test the existence of quantitative trait locus effects under phenotype distributions from a location-scale family.Compar...In this paper,we propose generalized fiducial methods and construct four generalized p-values to test the existence of quantitative trait locus effects under phenotype distributions from a location-scale family.Compared with the likelihood ratio test based on simulation studies,our methods perform better at controlling type I errors while retaining comparable power in cases with small or moderate sample sizes.The four generalized fiducial methods support varied sce-narios:two of them are more aggressive and powerful,whereas the other two appear more conservative and robust.A real data example involving mouse blood pressure is used to illustrate our proposed methods.展开更多
因高度向分辨能力缺失,地基干涉雷达应用于建筑成像时会发生严重的高度向叠掩现象。层析合成孔径雷达(Tomographic Synthetic Aperture Radar,TomoSAR)技术具备高度向分辨能力,能够实现建筑三维成像。地基层析圆弧扫描合成孔径雷达(Grou...因高度向分辨能力缺失,地基干涉雷达应用于建筑成像时会发生严重的高度向叠掩现象。层析合成孔径雷达(Tomographic Synthetic Aperture Radar,TomoSAR)技术具备高度向分辨能力,能够实现建筑三维成像。地基层析圆弧扫描合成孔径雷达(Ground-based Tomographic Arc-scanning Synthetic Aperture Radar,GB-TomoArcSAR)通过双轴转台控制天线在不同俯仰角度的水平面内进行圆周扫描来获取高度向合成孔径,实现三维层析成像。本文提出了GB-TomoArcSAR的三维点云生成方法,首先构建了适用于高度向弧形采样条件的层析成像几何模型。其次利用基于巴特沃斯滤波器的奇异值分解(Singular Value Decomposition,SVD)方法进行谱估计,找出层析谱中的峰值及其对应的峰值位置,构成层析向目标候选集。随后利用自对消顺序广义似然比(Sequential Generalized Likelihood Ratio Test with Cancellation,SGLRTC)检测器估计散射体的数目与位置,通过设置检测门限将真实目标的峰值及对应的峰值位置从候选集中筛选出来。最后采用基于空间几何分布的点云优化方法剔除误差点,生成点云图像。文章通过点目标和面目标的仿真实验,验证了所提方法适用于GB-TomoArcSAR,能够有效解决高度向多散射体目标的叠掩问题;进一步开展了实测数据验证,基于所提方法获取了北京市一处建筑基坑的层析点云,其与实际场景几何特征一致。展开更多
发射机瞬态故障是发射机实际运行中短暂出现的故障现象。因其短暂性和随机性,常规检测方法难以有效捕获。针对发射机幅度异常型瞬态故障,提出一种基于广义似然比检验(Generalized Likelihood Ratio Test,GLRT)的检测方法。通过构建参数...发射机瞬态故障是发射机实际运行中短暂出现的故障现象。因其短暂性和随机性,常规检测方法难以有效捕获。针对发射机幅度异常型瞬态故障,提出一种基于广义似然比检验(Generalized Likelihood Ratio Test,GLRT)的检测方法。通过构建参数化信号模型,将故障检测问题转化为二元假设检验框架,并详细设计从信号采集预处理、参数估计到决策判断的完整算法流程。仿真结果表明,所提方法能够准确估计故障起始时刻和持续时间,为发射机健康状态监测提供有效技术手段。展开更多
文摘In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.
文摘Hypothesis testing analysis and unknown parameter estimation of both the intermediate frequency(IF) and baseband GPS signal detection are given by using the generalized likelihood ratio test(GLRT) approach,applying the model of GPS signal in white Gaussian noise,It is proved that the test statistic follows central or noncentral F distribution,It is also pointed out that the test statistic is nearly identical to central or noncentral chi-squared distribution because the processing samples are large enough to be considered as infinite in GPS acquisition problem.It is also proved that the probability of false alarm,the probability of detection and the threshold are affected largely when the hypothesis testing refers to the full pseudorandom noise(PRN) code phase and Doppler frequency search space cells instead of each individual cell.The performance of the test statistic is also given with combining the noncoherent integration.
文摘In this paper, we propose the test statistic to check whether the nonparametric function in partially linear models is linear or not. We estimate the nonparametric function in alternative by using the local linear method, and then estimate the parameters by the two stage method. The test statistic under the null hypothesis is calculated, and it is shown to be asymptotically normal.
文摘We propose the test statistic to check whether the nonpararnetric functions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alternative by the local linear method, where we ignore the parametric components, and then estimate the parameters by the two stage method. The test statistic is derived, and it is shown to be asymptotically normal under the null hypothesis.
基金supported by Shandong Provincial Natural Science Foundation of China(Grant No.ZR2014AM019)National Natural Science Foundation of China(Grant Nos.11171188 and 11529101)the Scientific Research Foundation for the Returned Overseas Chinese Scholars,State Education Ministry of China,and National Science Foundation of USA(Grant Nos.DMS-1418042 and DMS-1620898)
文摘Linear mixed-effects models are widely used in analysis of longitudinal data. However, testing for zero-variance components of random effects has not been well-resolved in statistical literature, although some likelihood-based procedures have been proposed and studied. In this article, we propose a generalized p-value based method in coupling with fiducial inference to tackle this problem. The proposed method is also applied to test linearity of the nonparametric functions in additive models. We provide theoretical justifications and develop an implementation algorithm for the proposed method. We evaluate its finite-sample performance and compare it with that of the restricted likelihood ratio test via simulation experiments. We illustrate the proposed approach using an application from a nutritional study.
基金Foundation item： Supported by the National Natural Science Foundation of China（10501053） Acknowledgement I would like to thank Henan Society of Applied Statistics for which give me a chance to declare my opinion about the varying-coefficient model.
文摘Varying-coefficient models are a useful extension of classical linear model. They are widely applied to economics, biomedicine, epidemiology, and so on. There are extensive studies on them in the latest three decade years. In this paper, many of models related to varying-coefficient models are gathered up. All kinds of the estimation procedures and theory of hypothesis test on the varying-coefficients model are summarized. Prom my opinion, some aspects waiting to study are proposed.
基金This work was supported by the China Scholarship Council[Grant Number 201906140047]National Natural Science Foundation of China[Grant Numbers 11801210,11801359 and 11771145].
文摘In this paper,we propose generalized fiducial methods and construct four generalized p-values to test the existence of quantitative trait locus effects under phenotype distributions from a location-scale family.Compared with the likelihood ratio test based on simulation studies,our methods perform better at controlling type I errors while retaining comparable power in cases with small or moderate sample sizes.The four generalized fiducial methods support varied sce-narios:two of them are more aggressive and powerful,whereas the other two appear more conservative and robust.A real data example involving mouse blood pressure is used to illustrate our proposed methods.
文摘因高度向分辨能力缺失,地基干涉雷达应用于建筑成像时会发生严重的高度向叠掩现象。层析合成孔径雷达(Tomographic Synthetic Aperture Radar,TomoSAR)技术具备高度向分辨能力,能够实现建筑三维成像。地基层析圆弧扫描合成孔径雷达(Ground-based Tomographic Arc-scanning Synthetic Aperture Radar,GB-TomoArcSAR)通过双轴转台控制天线在不同俯仰角度的水平面内进行圆周扫描来获取高度向合成孔径,实现三维层析成像。本文提出了GB-TomoArcSAR的三维点云生成方法,首先构建了适用于高度向弧形采样条件的层析成像几何模型。其次利用基于巴特沃斯滤波器的奇异值分解(Singular Value Decomposition,SVD)方法进行谱估计,找出层析谱中的峰值及其对应的峰值位置,构成层析向目标候选集。随后利用自对消顺序广义似然比(Sequential Generalized Likelihood Ratio Test with Cancellation,SGLRTC)检测器估计散射体的数目与位置,通过设置检测门限将真实目标的峰值及对应的峰值位置从候选集中筛选出来。最后采用基于空间几何分布的点云优化方法剔除误差点,生成点云图像。文章通过点目标和面目标的仿真实验,验证了所提方法适用于GB-TomoArcSAR,能够有效解决高度向多散射体目标的叠掩问题;进一步开展了实测数据验证,基于所提方法获取了北京市一处建筑基坑的层析点云,其与实际场景几何特征一致。
文摘发射机瞬态故障是发射机实际运行中短暂出现的故障现象。因其短暂性和随机性,常规检测方法难以有效捕获。针对发射机幅度异常型瞬态故障,提出一种基于广义似然比检验(Generalized Likelihood Ratio Test,GLRT)的检测方法。通过构建参数化信号模型,将故障检测问题转化为二元假设检验框架,并详细设计从信号采集预处理、参数估计到决策判断的完整算法流程。仿真结果表明,所提方法能够准确估计故障起始时刻和持续时间,为发射机健康状态监测提供有效技术手段。
