While much of international marketing research involves two or more levels, limited work in the international marketing literature uses hierarchical linear modeling to examine different level effects. This study condu...While much of international marketing research involves two or more levels, limited work in the international marketing literature uses hierarchical linear modeling to examine different level effects. This study conducts a thorough literature review on hierarchical linear modeling （HLM） in 28 international marketing papers that employed HLM from 2005-2014 and evaluates the use of HLM in these papers on the objects, operating levels, and other issues. We call for more applications of HLM in international marketing research, particularly for research on emerging markets with significant sub-national and institutional variations. The paper provides an illustrative empirical study that employs HLM to test the moderating role of industry-level government subsidies in the relationship between firm innovation and exporter performance in China.展开更多
Natural soil generally exhibits significant transverse isotropy(TI)due to weathering and sedimentation,meaning that horizontal moduli differ from their vertical counterpart.The TI mechanical model is more appropriate ...Natural soil generally exhibits significant transverse isotropy(TI)due to weathering and sedimentation,meaning that horizontal moduli differ from their vertical counterpart.The TI mechanical model is more appropriate for actual situations.Although soil exhibits material nonlinearity under earthquake excitation,existing research on the TI medium is limited to soil linearity and neglects the nonlinear response of TI sites.A 2D equivalent linear model for a layered TI half-space subjected to seismic waves is derived in the transformed wave number domain using the exact dynamic stiffness matrix of the TI medium.This study introduces a method for determining the effective shear strain of TI sites under oblique wave incidence,and further describes a systematic study on the effects of TI parameters and soil nonlinearity on site responses.Numerical results indicate that seismic responses of the TI medium significantly differ from those of isotropic sites and that the responses are highly dependent on TI parameters,particularly in nonlinear cases,while also being sensitive to incident angle and excitation intensity.Moreover,the differences in peak acceleration and waveform for various TI materials may also be amplified due to the strong nonlinearity.The study provides valuable insights for improving the accuracy of seismic response analysis in engineering applications.展开更多
The Madden-Julian Oscillation(MJO)is a key atmospheric component connecting global weather and climate.It func-tions as a primary source for subseasonal forecasts.Previous studies have highlighted the vital impact of ...The Madden-Julian Oscillation(MJO)is a key atmospheric component connecting global weather and climate.It func-tions as a primary source for subseasonal forecasts.Previous studies have highlighted the vital impact of oceanic processes on MJO propagation.However,few existing MJO prediction approaches adequately consider these factors.This study determines the critical region for the oceanic processes affecting MJO propagation by utilizing 22-year Climate Forecast System Reanalysis data.By intro-ducing surface and subsurface oceanic temperature within this critical region into a lagged multiple linear regression model,the MJO forecasting skill is considerably optimized.This optimization leads to a 12 h enhancement in the forecasting skill of the first principal component and efficiently decreases prediction errors for the total predictions.Further analysis suggests that,during the years in which MJO events propagate across the Maritime Continent over a more southerly path,the optimized statistical forecasting model obtains better improvements in MJO prediction.展开更多
Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are...Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are derived. Further, when the Gauss? Markov estimators and the ordinary least squares estimator are identical, a relative simply equivalent condition is obtained. At last, this condition is applied to an interesting example.展开更多
By analyzing the observed phenomena and the data collected in the study, a multi-compartment linear circulation model for targeting drug delivery system was developed and the function formulas of the drug concentratio...By analyzing the observed phenomena and the data collected in the study, a multi-compartment linear circulation model for targeting drug delivery system was developed and the function formulas of the drug concentration-time in blood and target organ by computing were figured out. The drug concentration-time curve for target organ can be plotted with reference to the data of drug concentration in blood according to the model. The pharmacokinetic parameters of the drug in target organ could also be obtained. The practicability of the model was further checked by the curves of drug concentration-time in blood and target organ(liver) of liver-targeting nanoparticles in animal tests. Based on the liver drug concentration-time curves calculated by the function formula of the drug in target organ, the pharmacokinetic behavior of the drug in target organ(liver) was analyzed by statistical moment, and its pharmacokinetic parameters in liver were obtained. It is suggested that the (relative targeting index( can be used for quantitative evaluation of the targeting drug delivery systems.展开更多
Rainfall is an important factor in estimating the event mean concentration （EMC） which is used to quantify the washed-off pollutant concentrations from non-point sources （NPSs）. Pollutant loads could also be calcu...Rainfall is an important factor in estimating the event mean concentration （EMC） which is used to quantify the washed-off pollutant concentrations from non-point sources （NPSs）. Pollutant loads could also be calculated using rainfall, catchment area and runoff coefficient. In this study, runoff quantity and quality data gathered from a 28-month monitoring conducted on the road and parking lot sites in Korea were evaluated using multiple linear regression （MLR） to develop equations for estimating pollutant loads and EMCs as a function of rainfall variables. The results revealed that total event rainfall and average rainfall intensity are possible predictors of pollutant loads. Overall, the models are indicators of the high uncertainties of NPSs; perhaps estimation of EMCs and loads could be accurately obtained by means of water quality sampling or a long term monitoring is needed to gather more data that can be used for the development of estimation models.展开更多
In this paper, based on the theory of parameter estimation, we give a selection method and, in a sense of a good character of the parameter estimation, we think that it is very reasonable. Moreover, we offer a calcula...In this paper, based on the theory of parameter estimation, we give a selection method and, in a sense of a good character of the parameter estimation, we think that it is very reasonable. Moreover, we offer a calculation method of selection statistic and an applied example.展开更多
The impact of nonlinear stability and instability on the validity of tangent linear model (TLM) is investigated by comparing its results with those produced by the nonlinear model (NLM) with the identical initial pert...The impact of nonlinear stability and instability on the validity of tangent linear model (TLM) is investigated by comparing its results with those produced by the nonlinear model (NLM) with the identical initial perturbations. The evolutions of different initial perturbations superposed on the nonlinearly stable and unstable basic flows are examined using the two-dimensional quasi-geostrophic models of double periodic-boundary condition and rigid boundary condition. The results indicate that the valid time period of TLM, during which TLM can be utilized to approximate NLM with given accuracy, varies with the magnitudes of the perturbations and the nonlinear stability and instability of the basic flows. The larger the magnitude of the perturbation is, the shorter the valid time period. The more nonlinearly unstable the basic flow is, the shorter the valid time period of TLM. With the double—periodic condition the valid period of the TLM is shorter than that with the rigid—boundary condition. Key words Nonlinear stability and instability - Tangent linear model (TLM) - Validity This work was supported by the National Key Basic Research Project “Research on the Formation Mechanism and Prediction Theory of Severe Synoptic Disasters in China” (No.G1998040910) and the National Natural Science Foundation of China (No.49775262 and No.49823002).展开更多
A batch-to-batch optimal iterative learning control （ILC） strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation （LTVP） model is built for produc...A batch-to-batch optimal iterative learning control （ILC） strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation （LTVP） model is built for product quality around the nominal trajectories. To address problems of model-plant mismatches, model prediction errors in the previous batch run are added to the model predictions for the current batch run. Then tracking error transition models can be built, and the ILC law with direct error feedback is explicitly obtained, A rigorous theorem is proposed, to prove the convergence of tracking error under ILC, The proposed methodology is illustrated on a typical batch reactor and the results show that the performance of trajectory tracking is gradually improved by the ILC.展开更多
In this article,the empirical Bayes（EB）estimators are constructed for the estimable functions of the parameters in partitioned normal linear model.The superiorities of the EB estimators over ordinary least-squares...In this article,the empirical Bayes（EB）estimators are constructed for the estimable functions of the parameters in partitioned normal linear model.The superiorities of the EB estimators over ordinary least-squares（LS）estimator are investigated under mean square error matrix（MSEM）criterion.展开更多
An empirical likelihood approach to estimate the coefficients in linear model with interval censored responses is developed in this paper. By constructing unbiased transformation of interval censored data,an empirical...An empirical likelihood approach to estimate the coefficients in linear model with interval censored responses is developed in this paper. By constructing unbiased transformation of interval censored data,an empirical log-likelihood function with asymptotic X^2 is derived. The confidence regions for the coefficients are constructed. Some simulation results indicate that the method performs better than the normal approximation method in term of coverage accuracies.展开更多
The 3-hour-interval prediction of ground-level temperature from +00 h out to +45 h in South Korea (38 stations) is performed using the DLM (dynamic linear model) in order to eliminate the systematic error of numerical...The 3-hour-interval prediction of ground-level temperature from +00 h out to +45 h in South Korea (38 stations) is performed using the DLM (dynamic linear model) in order to eliminate the systematic error of numerical model forecasts. Numerical model forecasts and observations are used as input values of the DLM. According to the comparison of the DLM forecasts to the KFM (Kalman filter model) forecasts with RMSE and bias, the DLM is useful to improve the accuracy of prediction.展开更多
In this paper,the empirical likelihood confidence regions for the regression coefficient in a linear model are constructed under m-dependent errors.It is shown that the blockwise empirical likelihood is a good way to ...In this paper,the empirical likelihood confidence regions for the regression coefficient in a linear model are constructed under m-dependent errors.It is shown that the blockwise empirical likelihood is a good way to deal with dependent samples.展开更多
In this article, a partially linear single-index model /or longitudinal data is investigated. The generalized penalized spline least squares estimates of the unknown parameters are suggested. All parameters can be est...In this article, a partially linear single-index model /or longitudinal data is investigated. The generalized penalized spline least squares estimates of the unknown parameters are suggested. All parameters can be estimated simultaneously by the proposed method while the feature of longitudinal data is considered. The existence, strong consistency and asymptotic normality of the estimators are proved under suitable conditions. A simulation study is conducted to investigate the finite sample performance of the proposed method. Our approach can also be used to study the pure single-index model for longitudinal data.展开更多
This paper considers the local linear regression estimators for partially linear model with censored data. Which have some nice large-sample behaviors and are easy to implement. By many simulation runs, the author als...This paper considers the local linear regression estimators for partially linear model with censored data. Which have some nice large-sample behaviors and are easy to implement. By many simulation runs, the author also found that the estimators show remarkable in the small sample case yet.展开更多
The conventional analytical method of predicting strain in a thin film under bending is restricted to the uniform material assumption, while in flexible electronics, the film/substrate structure is widely used with mi...The conventional analytical method of predicting strain in a thin film under bending is restricted to the uniform material assumption, while in flexible electronics, the film/substrate structure is widely used with mismatched material properties taken into account. In this paper,a piecewise model is proposed to analyze the axial strain in a thin film of flexible electronics with the shear modification factor and principle of virtual work. The excellent agreement between analytical prediction and finite element results indicates that the model is capable of predicting the strain of the film/substrate structure in flexible electronics, whose mechanical stability and electrical performance is dependent on the strain state in the thin film.展开更多
Consider tile partial linear model Y=Xβ+ g(T) + e. Wilers Y is at risk of being censored from the right, g is an unknown smoothing function on [0,1], β is a 1-dimensional parameter to be estimated and e is an unobse...Consider tile partial linear model Y=Xβ+ g(T) + e. Wilers Y is at risk of being censored from the right, g is an unknown smoothing function on [0,1], β is a 1-dimensional parameter to be estimated and e is an unobserved error. In Ref[1,2], it wes proved that the estimator for the asymptotic variance of βn(βn) is consistent. In this paper, we establish the limit distribution and the law of the iterated logarithm for,En, and obtain the convergest rates for En and the strong uniform convergent rates for gn(gn).展开更多
In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the...In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the distributed-free optimal linear estimator of random parameters in the model by means of the credibility theory method. The estimators the authors derive can be applied in more extensive practical scenarios since they are only dependent on the first two moments of prior parameter rather than on specific prior distribution. Finally, the results are compared with some classical models and a numerical example is given to show the effectiveness of the estimators.展开更多
Consider the semiparametric varying-coefficient heteroscedastic partially linear model Yi = X^T i β＋ Z^T iα（Ti） ＋ σiei, 1 ≤ i≤ n, where σ ^2i= f（Ui）, β is a p × 1 column vector of unknown parameter, ...Consider the semiparametric varying-coefficient heteroscedastic partially linear model Yi = X^T i β＋ Z^T iα（Ti） ＋ σiei, 1 ≤ i≤ n, where σ ^2i= f（Ui）, β is a p × 1 column vector of unknown parameter, （Xi, Zi, Ti, Ui） are random design q-dimensional vector of unknown functions, el points, Yi are the response variables, α（-） is a are random errors. For both cases that f（.） is known and unknown, we propose the empirical log-likelihood ratio statistics for the parameter f（.）. For each case, a nonparametric version of Wilks＇ theorem is derived. The results are then used to construct confidence regions of the parameter. Simulation studies are carried out to assess the performance of the empirical likelihood method.展开更多
In this papert we give an approach for detecting one or more outliers inrandomized linear model.The likelihood ratio test statistic and its distributions underthe null hypothesis and the alternative hypothesis are giv...In this papert we give an approach for detecting one or more outliers inrandomized linear model.The likelihood ratio test statistic and its distributions underthe null hypothesis and the alternative hypothesis are given. Furthermore,the robustnessof the test statistic in a certain sense is proved. Finally,the optimality properties of thetest are derived.展开更多
基金The anthors are grateful for the financial support of the Research Funding for the Doctoral Programs of Higher Education, Ministry of Education, China （20120004120005）, the Beijing Youth Talent Project, and National Natural Science Foundation of China （71202149）.
文摘While much of international marketing research involves two or more levels, limited work in the international marketing literature uses hierarchical linear modeling to examine different level effects. This study conducts a thorough literature review on hierarchical linear modeling （HLM） in 28 international marketing papers that employed HLM from 2005-2014 and evaluates the use of HLM in these papers on the objects, operating levels, and other issues. We call for more applications of HLM in international marketing research, particularly for research on emerging markets with significant sub-national and institutional variations. The paper provides an illustrative empirical study that employs HLM to test the moderating role of industry-level government subsidies in the relationship between firm innovation and exporter performance in China.
基金National Natural Science Foundation of China under Grant No.U2139208。
文摘Natural soil generally exhibits significant transverse isotropy(TI)due to weathering and sedimentation,meaning that horizontal moduli differ from their vertical counterpart.The TI mechanical model is more appropriate for actual situations.Although soil exhibits material nonlinearity under earthquake excitation,existing research on the TI medium is limited to soil linearity and neglects the nonlinear response of TI sites.A 2D equivalent linear model for a layered TI half-space subjected to seismic waves is derived in the transformed wave number domain using the exact dynamic stiffness matrix of the TI medium.This study introduces a method for determining the effective shear strain of TI sites under oblique wave incidence,and further describes a systematic study on the effects of TI parameters and soil nonlinearity on site responses.Numerical results indicate that seismic responses of the TI medium significantly differ from those of isotropic sites and that the responses are highly dependent on TI parameters,particularly in nonlinear cases,while also being sensitive to incident angle and excitation intensity.Moreover,the differences in peak acceleration and waveform for various TI materials may also be amplified due to the strong nonlinearity.The study provides valuable insights for improving the accuracy of seismic response analysis in engineering applications.
基金supported by the National Key Program for Developing Basic Science(Nos.2022YFF0801702 and 2022YFE0106600)the National Natural Science Foundation of China(Nos.42175060 and 42175021)the Jiangsu Province Science Foundation(No.BK20250200302).
文摘The Madden-Julian Oscillation(MJO)is a key atmospheric component connecting global weather and climate.It func-tions as a primary source for subseasonal forecasts.Previous studies have highlighted the vital impact of oceanic processes on MJO propagation.However,few existing MJO prediction approaches adequately consider these factors.This study determines the critical region for the oceanic processes affecting MJO propagation by utilizing 22-year Climate Forecast System Reanalysis data.By intro-ducing surface and subsurface oceanic temperature within this critical region into a lagged multiple linear regression model,the MJO forecasting skill is considerably optimized.This optimization leads to a 12 h enhancement in the forecasting skill of the first principal component and efficiently decreases prediction errors for the total predictions.Further analysis suggests that,during the years in which MJO events propagate across the Maritime Continent over a more southerly path,the optimized statistical forecasting model obtains better improvements in MJO prediction.
文摘Necessary and sufficient conditions for equalities between a 2 y′(I-P Xx)y and minimum norm quadratic unbiased estimator of variance under the general linear model, where a 2 is a known positive number, are derived. Further, when the Gauss? Markov estimators and the ordinary least squares estimator are identical, a relative simply equivalent condition is obtained. At last, this condition is applied to an interesting example.
文摘By analyzing the observed phenomena and the data collected in the study, a multi-compartment linear circulation model for targeting drug delivery system was developed and the function formulas of the drug concentration-time in blood and target organ by computing were figured out. The drug concentration-time curve for target organ can be plotted with reference to the data of drug concentration in blood according to the model. The pharmacokinetic parameters of the drug in target organ could also be obtained. The practicability of the model was further checked by the curves of drug concentration-time in blood and target organ(liver) of liver-targeting nanoparticles in animal tests. Based on the liver drug concentration-time curves calculated by the function formula of the drug in target organ, the pharmacokinetic behavior of the drug in target organ(liver) was analyzed by statistical moment, and its pharmacokinetic parameters in liver were obtained. It is suggested that the (relative targeting index( can be used for quantitative evaluation of the targeting drug delivery systems.
基金provided by the Korean Ministry of Environment and Eco Star Project
文摘Rainfall is an important factor in estimating the event mean concentration （EMC） which is used to quantify the washed-off pollutant concentrations from non-point sources （NPSs）. Pollutant loads could also be calculated using rainfall, catchment area and runoff coefficient. In this study, runoff quantity and quality data gathered from a 28-month monitoring conducted on the road and parking lot sites in Korea were evaluated using multiple linear regression （MLR） to develop equations for estimating pollutant loads and EMCs as a function of rainfall variables. The results revealed that total event rainfall and average rainfall intensity are possible predictors of pollutant loads. Overall, the models are indicators of the high uncertainties of NPSs; perhaps estimation of EMCs and loads could be accurately obtained by means of water quality sampling or a long term monitoring is needed to gather more data that can be used for the development of estimation models.
基金Supported by the Natural Science Foundation of Anhui Education Committee
文摘In this paper, based on the theory of parameter estimation, we give a selection method and, in a sense of a good character of the parameter estimation, we think that it is very reasonable. Moreover, we offer a calculation method of selection statistic and an applied example.
文摘The impact of nonlinear stability and instability on the validity of tangent linear model (TLM) is investigated by comparing its results with those produced by the nonlinear model (NLM) with the identical initial perturbations. The evolutions of different initial perturbations superposed on the nonlinearly stable and unstable basic flows are examined using the two-dimensional quasi-geostrophic models of double periodic-boundary condition and rigid boundary condition. The results indicate that the valid time period of TLM, during which TLM can be utilized to approximate NLM with given accuracy, varies with the magnitudes of the perturbations and the nonlinear stability and instability of the basic flows. The larger the magnitude of the perturbation is, the shorter the valid time period. The more nonlinearly unstable the basic flow is, the shorter the valid time period of TLM. With the double—periodic condition the valid period of the TLM is shorter than that with the rigid—boundary condition. Key words Nonlinear stability and instability - Tangent linear model (TLM) - Validity This work was supported by the National Key Basic Research Project “Research on the Formation Mechanism and Prediction Theory of Severe Synoptic Disasters in China” (No.G1998040910) and the National Natural Science Foundation of China (No.49775262 and No.49823002).
基金Supported by the National Natural Science Foundation of China （60404012, 60674064）, UK EPSRC （GR/N13319 and GR/R10875）, the National High Technology Research and Development Program of China （2007AA04Z193）, New Star of Science and Technology of Beijing City （2006A62）, and IBM China Research Lab 2007 UR-Program.
文摘A batch-to-batch optimal iterative learning control （ILC） strategy for the tracking control of product quality in batch processes is presented. The linear time-varying perturbation （LTVP） model is built for product quality around the nominal trajectories. To address problems of model-plant mismatches, model prediction errors in the previous batch run are added to the model predictions for the current batch run. Then tracking error transition models can be built, and the ILC law with direct error feedback is explicitly obtained, A rigorous theorem is proposed, to prove the convergence of tracking error under ILC, The proposed methodology is illustrated on a typical batch reactor and the results show that the performance of trajectory tracking is gradually improved by the ILC.
基金the Knowledge Innovation Program of the Chinese Academy of Sciences(KJCX3-SYW-S02)the Youth Foundation of USTC
文摘In this article,the empirical Bayes（EB）estimators are constructed for the estimable functions of the parameters in partitioned normal linear model.The superiorities of the EB estimators over ordinary least-squares（LS）estimator are investigated under mean square error matrix（MSEM）criterion.
文摘An empirical likelihood approach to estimate the coefficients in linear model with interval censored responses is developed in this paper. By constructing unbiased transformation of interval censored data,an empirical log-likelihood function with asymptotic X^2 is derived. The confidence regions for the coefficients are constructed. Some simulation results indicate that the method performs better than the normal approximation method in term of coverage accuracies.
文摘The 3-hour-interval prediction of ground-level temperature from +00 h out to +45 h in South Korea (38 stations) is performed using the DLM (dynamic linear model) in order to eliminate the systematic error of numerical model forecasts. Numerical model forecasts and observations are used as input values of the DLM. According to the comparison of the DLM forecasts to the KFM (Kalman filter model) forecasts with RMSE and bias, the DLM is useful to improve the accuracy of prediction.
文摘In this paper,the empirical likelihood confidence regions for the regression coefficient in a linear model are constructed under m-dependent errors.It is shown that the blockwise empirical likelihood is a good way to deal with dependent samples.
基金Supported by the National Natural Science Foundation of China (10571008)the Natural Science Foundation of Henan (092300410149)the Core Teacher Foundationof Henan (2006141)
文摘In this article, a partially linear single-index model /or longitudinal data is investigated. The generalized penalized spline least squares estimates of the unknown parameters are suggested. All parameters can be estimated simultaneously by the proposed method while the feature of longitudinal data is considered. The existence, strong consistency and asymptotic normality of the estimators are proved under suitable conditions. A simulation study is conducted to investigate the finite sample performance of the proposed method. Our approach can also be used to study the pure single-index model for longitudinal data.
文摘This paper considers the local linear regression estimators for partially linear model with censored data. Which have some nice large-sample behaviors and are easy to implement. By many simulation runs, the author also found that the estimators show remarkable in the small sample case yet.
基金support from the National Natural Science Foundation of China(No.11172022)the support by the China Postdoctoral Science Foundation(No.2013M530907)the National Natural Science Foundation of China(No.11302039)
文摘The conventional analytical method of predicting strain in a thin film under bending is restricted to the uniform material assumption, while in flexible electronics, the film/substrate structure is widely used with mismatched material properties taken into account. In this paper,a piecewise model is proposed to analyze the axial strain in a thin film of flexible electronics with the shear modification factor and principle of virtual work. The excellent agreement between analytical prediction and finite element results indicates that the model is capable of predicting the strain of the film/substrate structure in flexible electronics, whose mechanical stability and electrical performance is dependent on the strain state in the thin film.
文摘Consider tile partial linear model Y=Xβ+ g(T) + e. Wilers Y is at risk of being censored from the right, g is an unknown smoothing function on [0,1], β is a 1-dimensional parameter to be estimated and e is an unobserved error. In Ref[1,2], it wes proved that the estimator for the asymptotic variance of βn(βn) is consistent. In this paper, we establish the limit distribution and the law of the iterated logarithm for,En, and obtain the convergest rates for En and the strong uniform convergent rates for gn(gn).
基金supported by the National Science Foundation of China under Grant Nos.71361015,71340010,71371074the Jiangxi Provincial Natural Science Foundation under Grant No.20142BAB201013+2 种基金China Postdoctoral Science Foundation under Grant No.2013M540534China Postdoctoral Fund special Project under Grant No.2014T70615Jiangxi Postdoctoral Science Foundation under Grant No.2013KY53
文摘In the hierarchical random effect linear model, the Bayes estimator of random parameter are not only dependent on specific prior distribution but also it is difficult to calculate in most cases. This paper derives the distributed-free optimal linear estimator of random parameters in the model by means of the credibility theory method. The estimators the authors derive can be applied in more extensive practical scenarios since they are only dependent on the first two moments of prior parameter rather than on specific prior distribution. Finally, the results are compared with some classical models and a numerical example is given to show the effectiveness of the estimators.
基金Supported by the National Natural Science Foundation of China (Grant No. 71171003)Natural Science Research Project of Anhui Provincial Colleges (Grant No. KJ2011A032)+3 种基金Anhui Polytechnic University Foundation for Recruiting Talent (Grant Nos. 2011YQQ0042009YQQ005)Young Teachers Science Research Foundation of Anhui Polytechnic University (Grant No. 2009YQ035)Anhui Provincial Natural Science Foundation
文摘Consider the semiparametric varying-coefficient heteroscedastic partially linear model Yi = X^T i β＋ Z^T iα（Ti） ＋ σiei, 1 ≤ i≤ n, where σ ^2i= f（Ui）, β is a p × 1 column vector of unknown parameter, （Xi, Zi, Ti, Ui） are random design q-dimensional vector of unknown functions, el points, Yi are the response variables, α（-） is a are random errors. For both cases that f（.） is known and unknown, we propose the empirical log-likelihood ratio statistics for the parameter f（.）. For each case, a nonparametric version of Wilks＇ theorem is derived. The results are then used to construct confidence regions of the parameter. Simulation studies are carried out to assess the performance of the empirical likelihood method.
文摘In this papert we give an approach for detecting one or more outliers inrandomized linear model.The likelihood ratio test statistic and its distributions underthe null hypothesis and the alternative hypothesis are given. Furthermore,the robustnessof the test statistic in a certain sense is proved. Finally,the optimality properties of thetest are derived.
