In this paper, the following contaminated linear model is considered:y i=(1-ε)x τ iβ+z i, 1≤i≤n,where r.v.'s ｛ y i ｝ are contaminated with errors ｛ z i ｝. To assume that the errors have the fin...In this paper, the following contaminated linear model is considered:y i=(1-ε)x τ iβ+z i, 1≤i≤n,where r.v.'s ｛ y i ｝ are contaminated with errors ｛ z i ｝. To assume that the errors have the finite moment of order 2 only. The non parametric estimation of contaminated coefficient ε and regression parameter β are established, and the strong consistency and convergence rate almost surely of the estimators are obtained. A simulated example is also given to show the visual performance of the estimations.展开更多
Based on the analysis of impulse response properties, a scattering model of ultra wideband （UWB） radar targets is developed to estimate the target parameters exactly. With this model, two algorithms of multiple sign...Based on the analysis of impulse response properties, a scattering model of ultra wideband （UWB） radar targets is developed to estimate the target parameters exactly. With this model, two algorithms of multiple signal classification （MUSIC）, and matrix pencil （MP）, are introduced to calculate the scattering center parameters of targets and their performances are compared. The simulation experiments show that there are no differences in the estimation precision of MUSIC and MP methods when the signal-to-noise ratio （SNR） is larger than 13 dB. However, the MP method has a better performance than that of MUSIC method when the SNR is smaller than 13 dB. Besides, the time consuming of MP method is less than that of MUSIC method. Therefore, the MP algorithm is preferred for the parametric estimation of UWB radar targets.展开更多
In this paper, two types of mathematical models are developed to describe the dynamics of large-scale nonlinear systems, which are composed of several interconnected nonlinear subsystems. Each subsystem can be describ...In this paper, two types of mathematical models are developed to describe the dynamics of large-scale nonlinear systems, which are composed of several interconnected nonlinear subsystems. Each subsystem can be described by an input-output nonlinear discrete-time mathematical model, with unknown, but constant or slowly time-varying parameters. Then, two recursive estimation methods are used to solve the parametric estimation problem for the considered class of the interconnected nonlinear systems. These methods are based on the recursive least squares techniques and the prediction error method. Convergence analysis is provided using the hyper-stability and positivity method and the differential equation approach. A numerical simulation example of the parametric estimation of a stochastic interconnected nonlinear hydraulic system is treated.展开更多
Estimation of the bivariate survival function under the competing risks caseis considered.We give an explicit formula for the estimator from a decomposition of thebivariate survival function based on competing risks,w...Estimation of the bivariate survival function under the competing risks caseis considered.We give an explicit formula for the estimator from a decomposition of thebivariate survival function based on competing risks,which is almost sure consistent.展开更多
In this paper, we use Monte Carlo simulations to compare parametric estimators of Type 1 Tobit model. In particular, we examine the performance for finite samples of three different estimators of simple Tobit model: t...In this paper, we use Monte Carlo simulations to compare parametric estimators of Type 1 Tobit model. In particular, we examine the performance for finite samples of three different estimators of simple Tobit model: the least squares (LS) estimator, the Heckman (H) estimator and the maximum likelihood (ML) estimator. These three estimators are consistent and asymptotically normal in the case where the density error is specified. However, these properties are sensitive to the situation where the error distribution is not specified. The purpose of this article is to determine properties of the three estimators, namely bias and convergence, by using Monte Carlo simulations.展开更多
An adaptive actuator failure compensation control scheme is developed using an indirect adaptive control method,by calculating the controller parameters from adaptive estimates of system parameters and actuator failur...An adaptive actuator failure compensation control scheme is developed using an indirect adaptive control method,by calculating the controller parameters from adaptive estimates of system parameters and actuator failure parameters.A key technical issue is how to deal with the actuator failure uncertainties such as failure pattern,time and values.A complete parametrization covering all possible failures is used to solve this issue for adaptive parameter estimation.A simultaneous mapping from the estimated system/failure parameters to the controller parameters is employed to make the control system capable of ensuring the desired system performance under failures,which is verified by simulation results.展开更多
A least square （IS） parametric channel estimation method in broadband mt/ltiple input multiple output （MIMO） orthogonal frequency division multiplexing （OFDM） systems is proposed. The mean square error （MSE） p...A least square （IS） parametric channel estimation method in broadband mt/ltiple input multiple output （MIMO） orthogonal frequency division multiplexing （OFDM） systems is proposed. The mean square error （MSE） performance using optimal training pilots is also given, which proves the method can improve the estimation precision greatly in sparse channel.. Since such method needs the multi-path time delays information of the channel, the probabilistic data association （PDA） method is employed to estimate the time delay of each path. Simulation results show that both the bit error rate （BER） and the MSE performance of the proposed method are better than the traditional LS channel estimation method.展开更多
We used simulated data to investigate both the small and large sample properties of the within-groups (WG) estimator and the first difference generalized method of moments (FD-GMM) estimator of a dynamic panel data (D...We used simulated data to investigate both the small and large sample properties of the within-groups (WG) estimator and the first difference generalized method of moments (FD-GMM) estimator of a dynamic panel data (DPD) model. The magnitude of WG and FD-GMM estimates are almost the same for square panels. WG estimator performs best for long panels such as those with time dimension as large as 50. The advantage of FD-GMM estimator however, is observed on panels that are long and wide, say with time dimension at least 25 and cross-section dimension size of at least 30. For small-sized panels, the two methods failed since their optimality was established in the context of asymptotic theory. We developed parametric bootstrap versions of WG and FD-GMM estimators. Simulation study indicates the advantages of the bootstrap methods under small sample cases on the assumption that variances of the individual effects and the disturbances are of similar magnitude. The boostrapped WG and FD-GMM estimators are optimal for small samples.展开更多
The software cost estimation aims to predict the most realistic effort that is required to finish a software project and so it is critical to the success of a software project management. A Software Cost Estimation af...The software cost estimation aims to predict the most realistic effort that is required to finish a software project and so it is critical to the success of a software project management. A Software Cost Estimation affects nearly all management activities, including project bidding, resource allocation and project planning. It is affected by a number of factors, such as implementation efficiency, as well as how much the various reviews and studies completed prior to the software development stage cost. Accurate cost estimation will help us to complete the project on time and within budget. Accurate estimation is important because it has led to extensive research into the methods of software cost estimation. Some important software cost estimation methods have been studied in this research work. In addition, we have set out own criteria, which has been used to compare all the different selected methods. We have also given a score for each evaluation criteria, so that we can compare the different methods numerically for cost estimation. Our observations have shown that it is best to use a number of different estimating techniques or cost models, and then compare the results before determining the reasons for any of the large variations. None of the methods are necessarily better or worse than the others. We found, in fact, that their strengths and weaknesses often complement each other. Therefore, the main conclusion is that there is no one single technique that is best for every situation, and the results of a number of different approaches need to be carefully considered to discover what is the most likely to produce estimates that are realistic.展开更多
A Bayesian estimator with informative prior distributions （a multi-normal and an inverted gamma distribution）, adequate to displacement estimation at dam displacement monitoring networks, is presented. The hyper-par...A Bayesian estimator with informative prior distributions （a multi-normal and an inverted gamma distribution）, adequate to displacement estimation at dam displacement monitoring networks, is presented. The hyper-parameters of the prior distributions are obtained by Bayesian empirical methods with non-informative meta-priors. The performances of the Bayes estimator and the classical generalized lest squares estimator are compared using two measurements of the horizontal monitoring network of a concrete gravity dam： the Penha Garcia dam （Portugal）. In order to test the robustness of the two estimators, a gross error is added to one of the measured horizontal directions： the Bayes estimator proves to be significantly more robust than the classic maximum likelihood estimator.展开更多
A cost estimate is one of the most important steps in road project management. There are ranges of factors that mostly affect the final project cost. Many approaches were used to estimate project cost, which took into...A cost estimate is one of the most important steps in road project management. There are ranges of factors that mostly affect the final project cost. Many approaches were used to estimate project cost, which took into consideration probable project performance and risks. The aim is to improve the ability of construction managers to predict a parametric cost estimate for road projects using SVM （support vector machine）. The work is based on collecting historical road executed cases. The 12 factors were identified to be the most important factors affecting the cost-estimating model. A total of 70 case studies from historical data were divided randomly into three sets： training set includes 60 cases, cross validation set includes three cases and testing set includes seven cases. The built model was successfully able to predict project cost to the AP （accuracy performance） of 95%.展开更多
The Lindqvist method is adopted to estimate the ice resistance for an icebreaker.The accuracy of the method is evaluated in a comparison of the calculated results with model test results.In addition to the estimation ...The Lindqvist method is adopted to estimate the ice resistance for an icebreaker.The accuracy of the method is evaluated in a comparison of the calculated results with model test results.In addition to the estimation of ice resistance,a sensitivity analysis based on the Lindqvist method is carried out.A full parametric model developed using CAESES software allows the convenient construction of many new hull lines.The primary factors relevant to ice resistance are embedded as design parameters in the full parametric model.Meanwhile,response surface methodology is adopted to give better insight into new hull lines.Results show that the ice resistance is more sensitive to the rake angle and waterline entrance angle.The aim of the present study is to improve the techniques of designing the hull forms of icebreakers.展开更多
Regression models play a vital role in the study of data regarding survival of subjects.The Cox proportional hazards model for regression analysis has been frequently used in sur-vival modelling.In survival studies,it...Regression models play a vital role in the study of data regarding survival of subjects.The Cox proportional hazards model for regression analysis has been frequently used in sur-vival modelling.In survival studies,it is also possible that survival time may occur with multiple occurrences of event or competing risks.The situation of competing risks arises when there are more than one mutually exclusive causes of death(or failure)for the person(or subject).In this paper,we developed a parametric regression model using Gompertz distribution via the Cox proportional hazards model with competing risks.We discussed point and interval estimation of unknown parameters and cumulative cause-specific hazard function with maximum-likelihood method and Bayesian method of estimation.The Bayes estimates are obtained based on non-informative priors and symmetric as well as asym-metric loss functions.To observe the finite sample behaviour of the proposed model under both estimation procedures,we carried out a Monte Carlo simulation analysis.To demon-strate our methodology,we also included real data analysis.展开更多
Clustered survival data are widely observed in a variety of setting. Most survival models incorporate clustering and grouping of data accounting for between-cluster variability that creates correlation in order to pre...Clustered survival data are widely observed in a variety of setting. Most survival models incorporate clustering and grouping of data accounting for between-cluster variability that creates correlation in order to prevent underestimate of the standard errors of the parameter estimators but do not include random effects. In this study, we developed a mixed-effect parametric proportional hazard (MEPPH) model with a generalized log-logistic distribution baseline. The parameters of the model were estimated by the application of the maximum likelihood estimation technique with an iterative optimization procedure (quasi-Newton Raphson). The developed MEPPH model’s performance was evaluated using Monte Carlo simulation. The Leukemia dataset with right-censored data was used to demonstrate the model’s applicability. The results revealed that all covariates, except age in PH models, were significant in all considered distributions. Age and Townsend score were significant when the GLL distribution was used in MEPPH, while sex, age and Townsend score were significant in MEPPH model when other distributions were used. Based on information criteria values, the Generalized Log-Logistic Mixed-Effects Parametric Proportional Hazard model (GLL-MEPPH) outperformed other models.展开更多
Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In mos...Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In most cases mutual independence among the variables is assumed, however this fails to take into accounts the correlation between the outcomes of interests. A special bivariate form of the multivariate Lagrange family of distribution, names Generalized Bivariate Poisson Distribution, is considered in this paper. Objectives: We estimate the model parameters using the method of maximum likelihood and show that the model fits the count variables representing components of metabolic syndrome in spousal pairs. We use the likelihood local score to test the significance of the correlation between the counts. We also construct confidence interval on the ratio of the two correlated Poisson means. Methods: Based on a random sample of pairs of count data, we show that the score test of independence is locally most powerful. We also provide a formula for sample size estimation for given level of significance and given power. The confidence intervals on the ratio of correlated Poisson means are constructed using the delta method, the Fieller’s theorem, and the nonparametric bootstrap. We illustrate the methodologies on metabolic syndrome data collected from 4000 spousal pairs. Results: The bivariate Poisson model fitted the metabolic syndrome data quite satisfactorily. Moreover, the three methods of confidence interval estimation were almost identical, meaning that they have the same interval width.展开更多
Research on species interactions has generally assumed that species have a fixed interaction and therefore linear or non-linear parametric regression models (e.g. exponential, logistic) have been widely used to descri...Research on species interactions has generally assumed that species have a fixed interaction and therefore linear or non-linear parametric regression models (e.g. exponential, logistic) have been widely used to describe the species interaction. However, these models that describe the relationship between interacting species as a specific functional response might not be appropriate for real biological communities, for instance, in a chaotic system, when the species relationship varies among different situations. To allow a more accurate description of the relationship, we developed a species correlation model with varying coefficient analysis, in which a non-parametric estimation is applied to identify, as a function of related factors, variation in the correlation coefficient. This was applied to a fig-fig wasp model system. When the effect of the factors on the relationship can be described with parameters, the new method reduces to traditional parametric correlation analysis. In this way, the new method is more general and flexible for empirical data analyses, but different by allowing investigation of whether a species interaction varies with respect to factors, and of the factors that maintain or change the species interaction. This method will have important applications in both theoretical and applied research (e.g. epidemiology, community management).展开更多
Estimations of parametric functions under a system of linear regression equations with correlated errors across equations involve many complicated operations of matrices and their generalized inverses. In the past sev...Estimations of parametric functions under a system of linear regression equations with correlated errors across equations involve many complicated operations of matrices and their generalized inverses. In the past several years, a useful tool -- the matrix rank method was utilized to simplify various complicated operations of matrices and their generalized inverses. In this paper, we use the matrix rank method to derive a variety of new algebraic and statistical properties for the best linear unbiased estimators （BLUEs） of parametric functions under the system. In particular, we give the necessary and sufficient conditions for some equalities, additive and block decompositions of BLUEs of parametric functions under the system to hold.展开更多
Contour following is one of the most important issues faced by many computer-numerical-control(CNC) machine tools to achieve high machining precision. This paper presents a new real-time error compensation method aimi...Contour following is one of the most important issues faced by many computer-numerical-control(CNC) machine tools to achieve high machining precision. This paper presents a new real-time error compensation method aiming at reducing the contouring error caused by facts such as servo lag and dynamics mismatch in parametric curved contour-following tasks. Due to the lack of high-precision contouring-error estimation method for free-form parametric curved toolpath, the error can hardly be compensated effectively. Therefore, an adaptive accurate contouring-error estimation algorithm is proposed first, where a tangential-error backstepping method based on Taylor's expansion is developed to rapidly find the closest point on the parametric curve to the actual motion position. On this foundation, the contouring error is compensated using a proposed nonlinear variable-gain compensation method, where the compensation gain is obtained according to not only the contouring-error magnitude but also its direction variation. The stability of the system after compensation is analyzed afterwards according to the Jury stability criterion.By design of the compensator in accordance with the presented contouring-error compensation method as well as the stability analyzation result, the balance between the response speed and the contour control stability can be effectively made. Experimental tests demonstrate the feasibility of the presented methods in both contouring-error estimation and contour-accuracy improvement.Contributions of this research are significant for enhancing the contour-following performance of the CNC machine tools.展开更多
文摘In this paper, the following contaminated linear model is considered:y i=(1-ε)x τ iβ+z i, 1≤i≤n,where r.v.'s ｛ y i ｝ are contaminated with errors ｛ z i ｝. To assume that the errors have the finite moment of order 2 only. The non parametric estimation of contaminated coefficient ε and regression parameter β are established, and the strong consistency and convergence rate almost surely of the estimators are obtained. A simulated example is also given to show the visual performance of the estimations.
基金supported by the Aerospace Science and Technology Foundation of China(2007CH080004).
文摘Based on the analysis of impulse response properties, a scattering model of ultra wideband （UWB） radar targets is developed to estimate the target parameters exactly. With this model, two algorithms of multiple signal classification （MUSIC）, and matrix pencil （MP）, are introduced to calculate the scattering center parameters of targets and their performances are compared. The simulation experiments show that there are no differences in the estimation precision of MUSIC and MP methods when the signal-to-noise ratio （SNR） is larger than 13 dB. However, the MP method has a better performance than that of MUSIC method when the SNR is smaller than 13 dB. Besides, the time consuming of MP method is less than that of MUSIC method. Therefore, the MP algorithm is preferred for the parametric estimation of UWB radar targets.
基金supported by the Ministry of Higher Education and Scientific Research of Tunisia
文摘In this paper, two types of mathematical models are developed to describe the dynamics of large-scale nonlinear systems, which are composed of several interconnected nonlinear subsystems. Each subsystem can be described by an input-output nonlinear discrete-time mathematical model, with unknown, but constant or slowly time-varying parameters. Then, two recursive estimation methods are used to solve the parametric estimation problem for the considered class of the interconnected nonlinear systems. These methods are based on the recursive least squares techniques and the prediction error method. Convergence analysis is provided using the hyper-stability and positivity method and the differential equation approach. A numerical simulation example of the parametric estimation of a stochastic interconnected nonlinear hydraulic system is treated.
文摘Estimation of the bivariate survival function under the competing risks caseis considered.We give an explicit formula for the estimator from a decomposition of thebivariate survival function based on competing risks,which is almost sure consistent.
文摘In this paper, we use Monte Carlo simulations to compare parametric estimators of Type 1 Tobit model. In particular, we examine the performance for finite samples of three different estimators of simple Tobit model: the least squares (LS) estimator, the Heckman (H) estimator and the maximum likelihood (ML) estimator. These three estimators are consistent and asymptotically normal in the case where the density error is specified. However, these properties are sensitive to the situation where the error distribution is not specified. The purpose of this article is to determine properties of the three estimators, namely bias and convergence, by using Monte Carlo simulations.
基金supported by the US National Science Foundation (ECS0601475)the National Natural Science Foundation of China (60904042)
文摘An adaptive actuator failure compensation control scheme is developed using an indirect adaptive control method,by calculating the controller parameters from adaptive estimates of system parameters and actuator failure parameters.A key technical issue is how to deal with the actuator failure uncertainties such as failure pattern,time and values.A complete parametrization covering all possible failures is used to solve this issue for adaptive parameter estimation.A simultaneous mapping from the estimated system/failure parameters to the controller parameters is employed to make the control system capable of ensuring the desired system performance under failures,which is verified by simulation results.
文摘A least square （IS） parametric channel estimation method in broadband mt/ltiple input multiple output （MIMO） orthogonal frequency division multiplexing （OFDM） systems is proposed. The mean square error （MSE） performance using optimal training pilots is also given, which proves the method can improve the estimation precision greatly in sparse channel.. Since such method needs the multi-path time delays information of the channel, the probabilistic data association （PDA） method is employed to estimate the time delay of each path. Simulation results show that both the bit error rate （BER） and the MSE performance of the proposed method are better than the traditional LS channel estimation method.
文摘We used simulated data to investigate both the small and large sample properties of the within-groups (WG) estimator and the first difference generalized method of moments (FD-GMM) estimator of a dynamic panel data (DPD) model. The magnitude of WG and FD-GMM estimates are almost the same for square panels. WG estimator performs best for long panels such as those with time dimension as large as 50. The advantage of FD-GMM estimator however, is observed on panels that are long and wide, say with time dimension at least 25 and cross-section dimension size of at least 30. For small-sized panels, the two methods failed since their optimality was established in the context of asymptotic theory. We developed parametric bootstrap versions of WG and FD-GMM estimators. Simulation study indicates the advantages of the bootstrap methods under small sample cases on the assumption that variances of the individual effects and the disturbances are of similar magnitude. The boostrapped WG and FD-GMM estimators are optimal for small samples.
文摘The software cost estimation aims to predict the most realistic effort that is required to finish a software project and so it is critical to the success of a software project management. A Software Cost Estimation affects nearly all management activities, including project bidding, resource allocation and project planning. It is affected by a number of factors, such as implementation efficiency, as well as how much the various reviews and studies completed prior to the software development stage cost. Accurate cost estimation will help us to complete the project on time and within budget. Accurate estimation is important because it has led to extensive research into the methods of software cost estimation. Some important software cost estimation methods have been studied in this research work. In addition, we have set out own criteria, which has been used to compare all the different selected methods. We have also given a score for each evaluation criteria, so that we can compare the different methods numerically for cost estimation. Our observations have shown that it is best to use a number of different estimating techniques or cost models, and then compare the results before determining the reasons for any of the large variations. None of the methods are necessarily better or worse than the others. We found, in fact, that their strengths and weaknesses often complement each other. Therefore, the main conclusion is that there is no one single technique that is best for every situation, and the results of a number of different approaches need to be carefully considered to discover what is the most likely to produce estimates that are realistic.
文摘A Bayesian estimator with informative prior distributions （a multi-normal and an inverted gamma distribution）, adequate to displacement estimation at dam displacement monitoring networks, is presented. The hyper-parameters of the prior distributions are obtained by Bayesian empirical methods with non-informative meta-priors. The performances of the Bayes estimator and the classical generalized lest squares estimator are compared using two measurements of the horizontal monitoring network of a concrete gravity dam： the Penha Garcia dam （Portugal）. In order to test the robustness of the two estimators, a gross error is added to one of the measured horizontal directions： the Bayes estimator proves to be significantly more robust than the classic maximum likelihood estimator.
文摘A cost estimate is one of the most important steps in road project management. There are ranges of factors that mostly affect the final project cost. Many approaches were used to estimate project cost, which took into consideration probable project performance and risks. The aim is to improve the ability of construction managers to predict a parametric cost estimate for road projects using SVM （support vector machine）. The work is based on collecting historical road executed cases. The 12 factors were identified to be the most important factors affecting the cost-estimating model. A total of 70 case studies from historical data were divided randomly into three sets： training set includes 60 cases, cross validation set includes three cases and testing set includes seven cases. The built model was successfully able to predict project cost to the AP （accuracy performance） of 95%.
文摘The Lindqvist method is adopted to estimate the ice resistance for an icebreaker.The accuracy of the method is evaluated in a comparison of the calculated results with model test results.In addition to the estimation of ice resistance,a sensitivity analysis based on the Lindqvist method is carried out.A full parametric model developed using CAESES software allows the convenient construction of many new hull lines.The primary factors relevant to ice resistance are embedded as design parameters in the full parametric model.Meanwhile,response surface methodology is adopted to give better insight into new hull lines.Results show that the ice resistance is more sensitive to the rake angle and waterline entrance angle.The aim of the present study is to improve the techniques of designing the hull forms of icebreakers.
文摘Regression models play a vital role in the study of data regarding survival of subjects.The Cox proportional hazards model for regression analysis has been frequently used in sur-vival modelling.In survival studies,it is also possible that survival time may occur with multiple occurrences of event or competing risks.The situation of competing risks arises when there are more than one mutually exclusive causes of death(or failure)for the person(or subject).In this paper,we developed a parametric regression model using Gompertz distribution via the Cox proportional hazards model with competing risks.We discussed point and interval estimation of unknown parameters and cumulative cause-specific hazard function with maximum-likelihood method and Bayesian method of estimation.The Bayes estimates are obtained based on non-informative priors and symmetric as well as asym-metric loss functions.To observe the finite sample behaviour of the proposed model under both estimation procedures,we carried out a Monte Carlo simulation analysis.To demon-strate our methodology,we also included real data analysis.
文摘Clustered survival data are widely observed in a variety of setting. Most survival models incorporate clustering and grouping of data accounting for between-cluster variability that creates correlation in order to prevent underestimate of the standard errors of the parameter estimators but do not include random effects. In this study, we developed a mixed-effect parametric proportional hazard (MEPPH) model with a generalized log-logistic distribution baseline. The parameters of the model were estimated by the application of the maximum likelihood estimation technique with an iterative optimization procedure (quasi-Newton Raphson). The developed MEPPH model’s performance was evaluated using Monte Carlo simulation. The Leukemia dataset with right-censored data was used to demonstrate the model’s applicability. The results revealed that all covariates, except age in PH models, were significant in all considered distributions. Age and Townsend score were significant when the GLL distribution was used in MEPPH, while sex, age and Townsend score were significant in MEPPH model when other distributions were used. Based on information criteria values, the Generalized Log-Logistic Mixed-Effects Parametric Proportional Hazard model (GLL-MEPPH) outperformed other models.
文摘Background: Bivariate count data are commonly encountered in medicine, biology, engineering, epidemiology and many other applications. The Poisson distribution has been the model of choice to analyze such data. In most cases mutual independence among the variables is assumed, however this fails to take into accounts the correlation between the outcomes of interests. A special bivariate form of the multivariate Lagrange family of distribution, names Generalized Bivariate Poisson Distribution, is considered in this paper. Objectives: We estimate the model parameters using the method of maximum likelihood and show that the model fits the count variables representing components of metabolic syndrome in spousal pairs. We use the likelihood local score to test the significance of the correlation between the counts. We also construct confidence interval on the ratio of the two correlated Poisson means. Methods: Based on a random sample of pairs of count data, we show that the score test of independence is locally most powerful. We also provide a formula for sample size estimation for given level of significance and given power. The confidence intervals on the ratio of correlated Poisson means are constructed using the delta method, the Fieller’s theorem, and the nonparametric bootstrap. We illustrate the methodologies on metabolic syndrome data collected from 4000 spousal pairs. Results: The bivariate Poisson model fitted the metabolic syndrome data quite satisfactorily. Moreover, the three methods of confidence interval estimation were almost identical, meaning that they have the same interval width.
基金supported by the National Basic Research Program of China (2007CB411600)Na-tional Natural Science Foundation of China (30670272, 30770500 and 10761010)+5 种基金the Natural Science Foundation of Yunnan Province (2009- CD104)the West Light Foundation of the Chinese Academy of SciencesSpecial Fund for the Excellent Youth of the Chinese Academy of Sciences (KSCX2-EW-Q-9)State Key Laboratory of Genetic Resources and Evolu-tionthe National Social Science Foundation of China (08XTJ001)Research Grants Council of Hong Kong (HKBU2030/07P)
文摘Research on species interactions has generally assumed that species have a fixed interaction and therefore linear or non-linear parametric regression models (e.g. exponential, logistic) have been widely used to describe the species interaction. However, these models that describe the relationship between interacting species as a specific functional response might not be appropriate for real biological communities, for instance, in a chaotic system, when the species relationship varies among different situations. To allow a more accurate description of the relationship, we developed a species correlation model with varying coefficient analysis, in which a non-parametric estimation is applied to identify, as a function of related factors, variation in the correlation coefficient. This was applied to a fig-fig wasp model system. When the effect of the factors on the relationship can be described with parameters, the new method reduces to traditional parametric correlation analysis. In this way, the new method is more general and flexible for empirical data analyses, but different by allowing investigation of whether a species interaction varies with respect to factors, and of the factors that maintain or change the species interaction. This method will have important applications in both theoretical and applied research (e.g. epidemiology, community management).
基金Supported by National Natural Science Foundation of China (Grant No. 70871073)
文摘Estimations of parametric functions under a system of linear regression equations with correlated errors across equations involve many complicated operations of matrices and their generalized inverses. In the past several years, a useful tool -- the matrix rank method was utilized to simplify various complicated operations of matrices and their generalized inverses. In this paper, we use the matrix rank method to derive a variety of new algebraic and statistical properties for the best linear unbiased estimators （BLUEs） of parametric functions under the system. In particular, we give the necessary and sufficient conditions for some equalities, additive and block decompositions of BLUEs of parametric functions under the system to hold.
基金the National Natural Science Foundation of China(Grant Nos 51515081 and 51675081)National Science and Tech-nology Major Project of China(Grant No 2016ZX04001-002)+2 种基金Innovation Project for Supporting High-level Talent in Dalian(Grant No 2016RQ012)Science Fund for Creative Research Groups(Grant No 51621064)the Fundamental Research Funds for the Central Universities(Grant NoDUT17LAB13)
文摘Contour following is one of the most important issues faced by many computer-numerical-control(CNC) machine tools to achieve high machining precision. This paper presents a new real-time error compensation method aiming at reducing the contouring error caused by facts such as servo lag and dynamics mismatch in parametric curved contour-following tasks. Due to the lack of high-precision contouring-error estimation method for free-form parametric curved toolpath, the error can hardly be compensated effectively. Therefore, an adaptive accurate contouring-error estimation algorithm is proposed first, where a tangential-error backstepping method based on Taylor's expansion is developed to rapidly find the closest point on the parametric curve to the actual motion position. On this foundation, the contouring error is compensated using a proposed nonlinear variable-gain compensation method, where the compensation gain is obtained according to not only the contouring-error magnitude but also its direction variation. The stability of the system after compensation is analyzed afterwards according to the Jury stability criterion.By design of the compensator in accordance with the presented contouring-error compensation method as well as the stability analyzation result, the balance between the response speed and the contour control stability can be effectively made. Experimental tests demonstrate the feasibility of the presented methods in both contouring-error estimation and contour-accuracy improvement.Contributions of this research are significant for enhancing the contour-following performance of the CNC machine tools.
