By employing the empirical likelihood method, confidence regions for the stationary AR（p）-ARCH（q） models are constructed. A self-weighted LAD estimator is proposed under weak moment conditions. An empirical log-li...By employing the empirical likelihood method, confidence regions for the stationary AR（p）-ARCH（q） models are constructed. A self-weighted LAD estimator is proposed under weak moment conditions. An empirical log-likelihood ratio statistic is derived and its asymptotic distribution is obtained. Simulation studies show that the performance of empirical likelihood method is better than that of normal approximation of the LAD estimator in terms of the coverage accuracy, especially for relative small size of observation.展开更多
This study was undertaken to examine which factors contributed to the correction of crowding in two patients who underwent nonextraction orthodontic treatment. A study model analysis was conducted to determine the eff...This study was undertaken to examine which factors contributed to the correction of crowding in two patients who underwent nonextraction orthodontic treatment. A study model analysis was conducted to determine the effects of the orthodontic treatment for crowding with high canines on crown angulation and dental arch width in two patients. The results showed that the crown angulation was significantly increased, indicating distal tipping in the maxillary dental arch. This tendency was most commonly observed in the premolars among the lateral teeth. With respect to the dental arch width, the largest change was evident in the first molar and first premolar regions in cases 1 and 2, respectively. On the basis of these results, up-righting of mesially tipped lateral teeth and expansion of narrow dental arches could prove to be the keys to the success of space regaining or correction of high canines and mild crowding.展开更多
In this paper we consider the problem of identifying a parsimonious subset multivariate ARCH model based on the AIC principle. The proposed approach can reduce the number of parameters in the final ARCH specification ...In this paper we consider the problem of identifying a parsimonious subset multivariate ARCH model based on the AIC principle. The proposed approach can reduce the number of parameters in the final ARCH specification and allows for non-constant correlations between the components. Some simulation results illustrate the viability of the proposed procedure.展开更多
Because of good quality of compressive resistance, the hyperbolic arch dam is being increasingly applied to engineering projects. In order to satisfy the needs of compressive resistance under the conditions of high wa...Because of good quality of compressive resistance, the hyperbolic arch dam is being increasingly applied to engineering projects. In order to satisfy the needs of compressive resistance under the conditions of high water pressure, a stress analysis is required for the dam. During the stress analysis process however, due to the complexity of the three-dimensional modeling, it is very hard to form a model. Therefore, the stress analysis process is a barrier for the arch dam. In this article, based on the research of the new line-type arch dam, a mathematical model in different degree of convexity conditions of the dam is established; using the C ＋ ＋ language program, a computer three-dimensional model simulation is realized on AutoCAD. The accurate three-dimensional model is providing a finite element optimization design of the involute hyperbolic arch dam for the next step.展开更多
A suitable statistical model has been explored for the investors as well as the researchers to resolve the future estimation of share volume by using daily stock volume data from Dhaka Stock Exchange （DSE）. The dail...A suitable statistical model has been explored for the investors as well as the researchers to resolve the future estimation of share volume by using daily stock volume data from Dhaka Stock Exchange （DSE）. The daily volume data from the June 1, 2004 to April 19, 2010 were retrieved from DSE website as a secondary data source. The Maximum Likelihood---Autoregressive Conditional Heteroskedasticity （ARCH） （Marquardt） method has been applied to construct the models for the stock volume data of DSE by using statistical package software E-Views of verson-5. First of all, an ＂Auto Regressive Integrated Moving Average （ARIMA） model＂ was fitted and observed that heteroscedastic volatilities were still present there. To eliminate this dilemma, ARCH class of volatility models has been used and finally the ARIMA with EGARCH model has been explored. Findings of this study have recognized that ARIMA with EGARCH model implies low mean square error, low mean absolute error, low bias proportion, and low variance proportion for share volume data with comparing to other models. Hence, the modelling concept established in this study would be a decisive study for the investors as well as the researchers.展开更多
This study aims to analyze seismic damage of reinforced outlet piers of arch dams by the nonlinear finite element （FE） sub-model method. First, the dam-foundation system is modeled and analyzed, in which the effects...This study aims to analyze seismic damage of reinforced outlet piers of arch dams by the nonlinear finite element （FE） sub-model method. First, the dam-foundation system is modeled and analyzed, in which the effects of infinite foundation, contraction joints, and nonlinear concrete are taken into account. The detailed structures of the outlet pier are then simulated with a refined FE model in the sub-model analysis. In this way the damage mechanism of the plain （unreinforced） outlet pier is analyzed, and the effects of two reinforcement measures （i.e., post-tensioned anchor cables and reinforcing bar） on the dynamic damage to the outlet pier are investigated comprehensively. Results show that the plain pier is damaged severely by strong earthquakes while implementation of post-tensioned anchor cables strengthens the pier effectively. In addition, radiation damping strongly alleviates seismic damage to the piers.展开更多
基金Supported by the Fundamental Research Funds for the Central Universities (No. 2010LKSX04)Supported by the National Natural Science Foundation of China (No. 10731010)
文摘By employing the empirical likelihood method, confidence regions for the stationary AR（p）-ARCH（q） models are constructed. A self-weighted LAD estimator is proposed under weak moment conditions. An empirical log-likelihood ratio statistic is derived and its asymptotic distribution is obtained. Simulation studies show that the performance of empirical likelihood method is better than that of normal approximation of the LAD estimator in terms of the coverage accuracy, especially for relative small size of observation.
文摘This study was undertaken to examine which factors contributed to the correction of crowding in two patients who underwent nonextraction orthodontic treatment. A study model analysis was conducted to determine the effects of the orthodontic treatment for crowding with high canines on crown angulation and dental arch width in two patients. The results showed that the crown angulation was significantly increased, indicating distal tipping in the maxillary dental arch. This tendency was most commonly observed in the premolars among the lateral teeth. With respect to the dental arch width, the largest change was evident in the first molar and first premolar regions in cases 1 and 2, respectively. On the basis of these results, up-righting of mesially tipped lateral teeth and expansion of narrow dental arches could prove to be the keys to the success of space regaining or correction of high canines and mild crowding.
基金The authors would like to thank the referees for comments and suggestions which led to many improvements of the paper. W.K. Li's research is supported by the Hong Kong Research Grants Council.
文摘In this paper we consider the problem of identifying a parsimonious subset multivariate ARCH model based on the AIC principle. The proposed approach can reduce the number of parameters in the final ARCH specification and allows for non-constant correlations between the components. Some simulation results illustrate the viability of the proposed procedure.
基金Supported by Postgraduate Education Innovation Fund of Chongqing Jiaotong University
文摘Because of good quality of compressive resistance, the hyperbolic arch dam is being increasingly applied to engineering projects. In order to satisfy the needs of compressive resistance under the conditions of high water pressure, a stress analysis is required for the dam. During the stress analysis process however, due to the complexity of the three-dimensional modeling, it is very hard to form a model. Therefore, the stress analysis process is a barrier for the arch dam. In this article, based on the research of the new line-type arch dam, a mathematical model in different degree of convexity conditions of the dam is established; using the C ＋ ＋ language program, a computer three-dimensional model simulation is realized on AutoCAD. The accurate three-dimensional model is providing a finite element optimization design of the involute hyperbolic arch dam for the next step.
文摘A suitable statistical model has been explored for the investors as well as the researchers to resolve the future estimation of share volume by using daily stock volume data from Dhaka Stock Exchange （DSE）. The daily volume data from the June 1, 2004 to April 19, 2010 were retrieved from DSE website as a secondary data source. The Maximum Likelihood---Autoregressive Conditional Heteroskedasticity （ARCH） （Marquardt） method has been applied to construct the models for the stock volume data of DSE by using statistical package software E-Views of verson-5. First of all, an ＂Auto Regressive Integrated Moving Average （ARIMA） model＂ was fitted and observed that heteroscedastic volatilities were still present there. To eliminate this dilemma, ARCH class of volatility models has been used and finally the ARIMA with EGARCH model has been explored. Findings of this study have recognized that ARIMA with EGARCH model implies low mean square error, low mean absolute error, low bias proportion, and low variance proportion for share volume data with comparing to other models. Hence, the modelling concept established in this study would be a decisive study for the investors as well as the researchers.
基金National Natural Science Foundation of China under Grant Nos.51179093 and 91215301Specialized Research Fund for the Doctoral Program of Higher Education under Grant No.20130002110032
文摘This study aims to analyze seismic damage of reinforced outlet piers of arch dams by the nonlinear finite element （FE） sub-model method. First, the dam-foundation system is modeled and analyzed, in which the effects of infinite foundation, contraction joints, and nonlinear concrete are taken into account. The detailed structures of the outlet pier are then simulated with a refined FE model in the sub-model analysis. In this way the damage mechanism of the plain （unreinforced） outlet pier is analyzed, and the effects of two reinforcement measures （i.e., post-tensioned anchor cables and reinforcing bar） on the dynamic damage to the outlet pier are investigated comprehensively. Results show that the plain pier is damaged severely by strong earthquakes while implementation of post-tensioned anchor cables strengthens the pier effectively. In addition, radiation damping strongly alleviates seismic damage to the piers.
