For partial linear model Y = X τ β 0 + g 0(T) + ∈ with unknown β 0 ∈ ? d and an unknown smooth function g 0, this paper considers the Huber-Dutter estimators of β 0, scale σ for the errors and the function g 0 ...For partial linear model Y = X τ β 0 + g 0(T) + ∈ with unknown β 0 ∈ ? d and an unknown smooth function g 0, this paper considers the Huber-Dutter estimators of β 0, scale σ for the errors and the function g 0 approximated by the smoothing B-spline functions, respectively. Under some regularity conditions, the Huber-Dutter estimators of β 0 and σ are shown to be asymptotically normal with the rate of convergence n ?1/2 and the B-spline Huber-Dutter estimator of g 0 achieves the optimal rate of convergence in nonparametric regression. A simulation study and two examples demonstrate that the Huber-Dutter estimator of β 0 is competitive with its M-estimator without scale parameter and the ordinary least square estimator.展开更多
For partial linear model Y = X~τβ_0 + g_0(T) + ε with unknown β_0 ∈ R^dand an unknown smooth function g_0, this paper considers the Huber-Dutter estimators of β_0, scaleσ for the errors and the function g_0 res...For partial linear model Y = X~τβ_0 + g_0(T) + ε with unknown β_0 ∈ R^dand an unknown smooth function g_0, this paper considers the Huber-Dutter estimators of β_0, scaleσ for the errors and the function g_0 respectively, in which the smoothing B-spline function isused. Under some regular conditions, it is shown that the Huber-Dutter estimators of β_0 and σ areasymptotically normal with convergence rate n^(-1/2) and the B-spline Huber-Dutter estimator of g_0achieves the optimal convergence rate in nonparametric regression. A simulation study demonstratesthat the Huber-Dutter estimator of β_0 is competitive with its M-estimator without scale parameterand the ordinary least square estimator. An example is presented after the simulation study.展开更多
The paper presents a two-layer,disturbance-resistant,and fault-tolerant affine formation maneuver control scheme that accomplishes the surrounding of a dynamic target with multiple underactuated Quadrotor Unmanned Aer...The paper presents a two-layer,disturbance-resistant,and fault-tolerant affine formation maneuver control scheme that accomplishes the surrounding of a dynamic target with multiple underactuated Quadrotor Unmanned Aerial Vehicles(QUAVs).This scheme mainly consists of predefinedtime estimators and fixed-time tracking controllers,with a hybrid Laplacian matrix describing the communication among these QUAVs.At the first layer,we devise predefined time estimators for leading and following QUAVs,enabling accurate estimation of desired information.In the second layer,we initially devise a fixed-time hybrid observer to estimate unknown disturbances and actuator faults.Fixedtime translational tracking controllers are then proposed,and the intermediary control input from these controllers is used to extract the desired attitude and angular velocities for the fixed-time rotational tracking controllers.We employ an exact tracking differentiator to handle variables that are challenging to differentiate directly.The paper includes a demonstration of the control system stability through mathematical proof,as well as the presentation of simulation results and comparative simulations.展开更多
Traffic forecasting with high precision aids Intelligent Transport Systems(ITS)in formulating and optimizing traffic management strategies.The algorithms used for tuning the hyperparameters of the deep learning models...Traffic forecasting with high precision aids Intelligent Transport Systems(ITS)in formulating and optimizing traffic management strategies.The algorithms used for tuning the hyperparameters of the deep learning models often have accurate results at the expense of high computational complexity.To address this problem,this paper uses the Tree-structured Parzen Estimator(TPE)to tune the hyperparameters of the Long Short-term Memory(LSTM)deep learning framework.The Tree-structured Parzen Estimator(TPE)uses a probabilistic approach with an adaptive searching mechanism by classifying the objective function values into good and bad samples.This ensures fast convergence in tuning the hyperparameter values in the deep learning model for performing prediction while still maintaining a certain degree of accuracy.It also overcomes the problem of converging to local optima and avoids timeconsuming random search and,therefore,avoids high computational complexity in prediction accuracy.The proposed scheme first performs data smoothing and normalization on the input data,which is then fed to the input of the TPE for tuning the hyperparameters.The traffic data is then input to the LSTM model with tuned parameters to perform the traffic prediction.The three optimizers:Adaptive Moment Estimation(Adam),Root Mean Square Propagation(RMSProp),and Stochastic Gradient Descend with Momentum(SGDM)are also evaluated for accuracy prediction and the best optimizer is then chosen for final traffic prediction in TPE-LSTM model.Simulation results verify the effectiveness of the proposed model in terms of accuracy of prediction over the benchmark schemes.展开更多
Recently,machine learning has become a powerful tool for predicting nuclear charge radius RC,providing novel insights into complex physical phenomena.This study employs a continuous Bayesian probability(CBP)estimator ...Recently,machine learning has become a powerful tool for predicting nuclear charge radius RC,providing novel insights into complex physical phenomena.This study employs a continuous Bayesian probability(CBP)estimator and Bayesian model averaging(BMA)to optimize the predictions of RCfrom sophisticated theoretical models.The CBP estimator treats the residual between the theoretical and experimental values of RCas a continuous variable and derives its posterior probability density function(PDF)from Bayesian theory.The BMA method assigns weights to models based on their predictive performance for benchmark nuclei,thereby accounting for the unique strengths of each model.In global optimization,the CBP estimator improved the predictive accuracy of the three theoretical models by approximately 60%.The extrapolation analyses consistently achieved an improvement rate of approximately 45%,demonstrating the robustness of the CBP estimator.Furthermore,the combination of the CBP and BMA methods reduces the standard deviation to below 0.02 fm,effectively reproducing the pronounced shell effects on RCof the Ca and Sr isotope chains.The studies in this paper propose an efficient method to accurately describe RCof unknown nuclei,with potential applications in research on other nuclear properties.展开更多
BACKGROUND Serum cytokeratin 18 fragment(CK18F)has been developed as a new noninvasive test(NIT)for risk assessment of steatotic liver disease(SLD);however,there are few reports on its relationship with existing NITs ...BACKGROUND Serum cytokeratin 18 fragment(CK18F)has been developed as a new noninvasive test(NIT)for risk assessment of steatotic liver disease(SLD);however,there are few reports on its relationship with existing NITs and association with cardiometabolic risk factors(CMRFs).AIM To clarify the relationship among CK18F,NITs,and CMRF.METHODS We included 125 patients who were assessed for SLD and had CK18F measured in cross-sectional study.The fibrosis-4 index(FIB-4),steatosis-associated fibrosis estimator(SAFE)score,liver stiffness(LS),controlled attenuation parameter,and FibroScan-aspartate aminotransferase(FAST)score were compared with CK18F as existing NITs.RESULTS CK18F was associated with aspartate aminotransferase,alanine aminotransferase,and triglyceride(TG).FAST and SAFE score were associated with high CK18F(>260 U/L),but not FIB-4 or LS.The cut-off values for TG and high-density lipoprotein(HDL)cholesterol used to determine high CK18F using receiver operating characteristics analysis were 126 mg/dL and 56 mg/dL respectively.High TG(>126 mg/dL)and low HDL(<56 mg/dL)were associated with high CK18F.The risk of high CK18F was higher when high TG and low HDL were combined than when each was present alone.CMRF was higher in the high CK18F group,but was not associated with CK18F levels.However,when the TG and HDL criteria for CMRF were replaced by TG>126 mg/mL and HDL<56 mg/dL,modified CMRF(mCMRF)was associated with CK18F levels,with a higher risk of high CK18F than CMRF.CONCLUSION CK18F is a new NIT associated with SAFE score and FAST.High TG,low HDL,and mCMRF are associated with high CK18F.展开更多
Accurate time delay estimation of target echo signals is a critical component of underwater target localization.In active sonar systems,echo signal processing is vulnerable to the effects of reverberation and noise in...Accurate time delay estimation of target echo signals is a critical component of underwater target localization.In active sonar systems,echo signal processing is vulnerable to the effects of reverberation and noise in the maritime environment.This paper proposes a novel method for estimating target time delay using multi-bright spot echoes,assuming the target’s size and depth are known.Aiming to effectively enhance the extraction of geometric features from the target echoes and mitigate the impact of reverberation and noise,the proposed approach employs the fractional order Fourier transform-frequency sliced wavelet transform to extract multi-bright spot echoes.Using the highlighting model theory and the target size information,an observation matrix is constructed to represent multi-angle incident signals and obtain the theoretical scattered echo signals from different angles.Aiming to accurately estimate the target’s time delay,waveform similarity coefficients and mean square error values between the theoretical return signals and received signals are computed across various incident angles and time delays.Simulation results show that,compared to the conventional matched filter,the proposed algorithm reduces the relative error by 65.9%-91.5%at a signal-to noise ratio of-25 dB,and by 66.7%-88.9%at a signal-to-reverberation ratio of−10 dB.This algorithm provides a new approach for the precise localization of submerged targets in shallow water environments.展开更多
In this paper, we define a new class of biased linear estimators of the vector of unknown parameters in the deficient_rank linear model based on the spectral decomposition expression of the best linear minimun bias es...In this paper, we define a new class of biased linear estimators of the vector of unknown parameters in the deficient_rank linear model based on the spectral decomposition expression of the best linear minimun bias estimator. Some important properties are discussed. By appropriate choices of bias parameters, we construct many interested and useful biased linear estimators, which are the extension of ordinary biased linear estimators in the full_rank linear model to the deficient_rank linear model. At last, we give a numerical example in geodetic adjustment.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
A statistical damage detection and condition assessment scheme for existing structures is developed. First a virtual work error estimator is defined to express the discrepancy between a real structure and its analytic...A statistical damage detection and condition assessment scheme for existing structures is developed. First a virtual work error estimator is defined to express the discrepancy between a real structure and its analytical model, with which a system identification algorithm is derived by using the improved Newton method. In order to investigate its properties in the face of measurement errors, the Monte Carlo method is introduced to simulate the measured data. Based on the identified results, their statistical distributions can be assumed, the status of an existing structure can be statistically evaluated by hypothesis tests. A 5-story, two-bay steel frame is used to carry out numerical simulation studies in detail, and the proposed scheme is proved to be effective.展开更多
Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove mod...Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove moderate deviations and large deviations for the statistic sup ｜fn（x） - fn（-x） ｜.展开更多
In this paper we investigate the estimator for the rth power of the scale parameter in a class of exponential family under symmetric entropy loss L（θ, δ） = v（θ/δ ＋ δ/θ - 2）. An exact form of the minimum ris...In this paper we investigate the estimator for the rth power of the scale parameter in a class of exponential family under symmetric entropy loss L（θ, δ） = v（θ/δ ＋ δ/θ - 2）. An exact form of the minimum risk equivariant estimator under symmetric entropy loss is given, and the minimaxity of the minimum risk equivariant estimator is proved. The results with regard to admissibility and inadmissibility of a class of linear estimators of the form cT（X） ＋ d are given, where T（X） Gamma（v, θ）.展开更多
This article considers the admissibility of the linear estimators for the regression coefficients in the growth curve model subject to an incomplete ellipsoidal restriction. The necessary and sufficient conditions for...This article considers the admissibility of the linear estimators for the regression coefficients in the growth curve model subject to an incomplete ellipsoidal restriction. The necessary and sufficient conditions for linear estimators to be admissible in classes of the homogeneous and non-homogeneous linear estimators, respectively, are obtained under the quadratic loss function. They are generalizations of some existing results in literature.展开更多
The paper introduces a new biased estimator namely Generalized Optimal Estimator (GOE) in a multiple linear regression when there exists multicollinearity among predictor variables. Stochastic properties of proposed e...The paper introduces a new biased estimator namely Generalized Optimal Estimator (GOE) in a multiple linear regression when there exists multicollinearity among predictor variables. Stochastic properties of proposed estimator were derived, and the proposed estimator was compared with other existing biased estimators based on sample information in the the Scalar Mean Square Error (SMSE) criterion by using a Monte Carlo simulation study and two numerical illustrations.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
This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both ...This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus.展开更多
Since the features of low energy consumption and limited power supply are very impor- tant for wireless sensor networks （WSNs）, the problems of distributed state estimation with quan- tized innovations are investiga...Since the features of low energy consumption and limited power supply are very impor- tant for wireless sensor networks （WSNs）, the problems of distributed state estimation with quan- tized innovations are investigated in this paper. In the first place, the assumptions of prior and posterior probability density function （PDF） with quantized innovations in the previous papers are analyzed. After that, an innovative Gaussian mixture estimator is proposed. On this basis, this paper presents a Gaussian mixture state estimation algorithm based on quantized innovations for WSNs. In order to evaluate and compare the performance of this kind of state estimation algo- rithms for WSNs, the posterior Cram6r-Rao lower bound （CRLB） with quantized innovations is put forward. Performance analysis and simulations show that the proposed Gaussian mixture state estimation algorithm is efficient than the others under the same number of quantization levels and the performance of these algorithms can be benchmarked by the theoretical lower bound.展开更多
In this article, we are interested in least squares estimator for a class of pathdependent McKean-Vlasov stochastic differential equations (SDEs). More precisely, we investigate the consistency and asymptotic distribu...In this article, we are interested in least squares estimator for a class of pathdependent McKean-Vlasov stochastic differential equations (SDEs). More precisely, we investigate the consistency and asymptotic distribution of the least squares estimator for the unknown parameters involved by establishing an appropriate contrast function. Comparing to the existing results in the literature, the innovations of this article lie in three aspects:(i) We adopt a tamed Euler-Maruyama algorithm to establish the contrast function under the monotone condition, under which the Euler-Maruyama scheme no longer works;(ii) We take the advantage of linear interpolation with respect to the discrete-time observations to approximate the functional solution;(iii) Our model is more applicable and practice as we are dealing with SDEs with irregular coefficients (for example, Holder continuous) and pathdistribution dependent.展开更多
基金the National Natural Science Foundation of China (Grant Nos. 10671106, 10771017)
文摘For partial linear model Y = X τ β 0 + g 0(T) + ∈ with unknown β 0 ∈ ? d and an unknown smooth function g 0, this paper considers the Huber-Dutter estimators of β 0, scale σ for the errors and the function g 0 approximated by the smoothing B-spline functions, respectively. Under some regularity conditions, the Huber-Dutter estimators of β 0 and σ are shown to be asymptotically normal with the rate of convergence n ?1/2 and the B-spline Huber-Dutter estimator of g 0 achieves the optimal rate of convergence in nonparametric regression. A simulation study and two examples demonstrate that the Huber-Dutter estimator of β 0 is competitive with its M-estimator without scale parameter and the ordinary least square estimator.
基金Supported by The National Natural Science Foundation of China (No. 10231030 )Beijing Normal University Youth Foundation (No. 104951).
文摘For partial linear model Y = X~τβ_0 + g_0(T) + ε with unknown β_0 ∈ R^dand an unknown smooth function g_0, this paper considers the Huber-Dutter estimators of β_0, scaleσ for the errors and the function g_0 respectively, in which the smoothing B-spline function isused. Under some regular conditions, it is shown that the Huber-Dutter estimators of β_0 and σ areasymptotically normal with convergence rate n^(-1/2) and the B-spline Huber-Dutter estimator of g_0achieves the optimal convergence rate in nonparametric regression. A simulation study demonstratesthat the Huber-Dutter estimator of β_0 is competitive with its M-estimator without scale parameterand the ordinary least square estimator. An example is presented after the simulation study.
基金supported by Natural Science Basic Research Plan in Shaanxi Province of China(No.2023-JC-QN-0733)Guangdong Basic and Applied Basic Research Foundation,China(No.2022A1515110753)+2 种基金China Postdoctoral Science Foundation(No.2022M722583)China Industry-UniversityResearch Innovation Foundation(No.2022IT188)National Key Laboratory of Air-based Information Perception and Fusion and the Aeronautic Science Foundation of China(No.20220001068001)。
文摘The paper presents a two-layer,disturbance-resistant,and fault-tolerant affine formation maneuver control scheme that accomplishes the surrounding of a dynamic target with multiple underactuated Quadrotor Unmanned Aerial Vehicles(QUAVs).This scheme mainly consists of predefinedtime estimators and fixed-time tracking controllers,with a hybrid Laplacian matrix describing the communication among these QUAVs.At the first layer,we devise predefined time estimators for leading and following QUAVs,enabling accurate estimation of desired information.In the second layer,we initially devise a fixed-time hybrid observer to estimate unknown disturbances and actuator faults.Fixedtime translational tracking controllers are then proposed,and the intermediary control input from these controllers is used to extract the desired attitude and angular velocities for the fixed-time rotational tracking controllers.We employ an exact tracking differentiator to handle variables that are challenging to differentiate directly.The paper includes a demonstration of the control system stability through mathematical proof,as well as the presentation of simulation results and comparative simulations.
文摘Traffic forecasting with high precision aids Intelligent Transport Systems(ITS)in formulating and optimizing traffic management strategies.The algorithms used for tuning the hyperparameters of the deep learning models often have accurate results at the expense of high computational complexity.To address this problem,this paper uses the Tree-structured Parzen Estimator(TPE)to tune the hyperparameters of the Long Short-term Memory(LSTM)deep learning framework.The Tree-structured Parzen Estimator(TPE)uses a probabilistic approach with an adaptive searching mechanism by classifying the objective function values into good and bad samples.This ensures fast convergence in tuning the hyperparameter values in the deep learning model for performing prediction while still maintaining a certain degree of accuracy.It also overcomes the problem of converging to local optima and avoids timeconsuming random search and,therefore,avoids high computational complexity in prediction accuracy.The proposed scheme first performs data smoothing and normalization on the input data,which is then fed to the input of the TPE for tuning the hyperparameters.The traffic data is then input to the LSTM model with tuned parameters to perform the traffic prediction.The three optimizers:Adaptive Moment Estimation(Adam),Root Mean Square Propagation(RMSProp),and Stochastic Gradient Descend with Momentum(SGDM)are also evaluated for accuracy prediction and the best optimizer is then chosen for final traffic prediction in TPE-LSTM model.Simulation results verify the effectiveness of the proposed model in terms of accuracy of prediction over the benchmark schemes.
基金supported by the National Natural Science Foundation of China(Nos.12475135,12035011,and 12475119)the Shandong Provincial Natural Science Foundation,China(No.ZR2020MA096)the Fundamental Research Funds for the Central Universities(No.22CX03017A)。
文摘Recently,machine learning has become a powerful tool for predicting nuclear charge radius RC,providing novel insights into complex physical phenomena.This study employs a continuous Bayesian probability(CBP)estimator and Bayesian model averaging(BMA)to optimize the predictions of RCfrom sophisticated theoretical models.The CBP estimator treats the residual between the theoretical and experimental values of RCas a continuous variable and derives its posterior probability density function(PDF)from Bayesian theory.The BMA method assigns weights to models based on their predictive performance for benchmark nuclei,thereby accounting for the unique strengths of each model.In global optimization,the CBP estimator improved the predictive accuracy of the three theoretical models by approximately 60%.The extrapolation analyses consistently achieved an improvement rate of approximately 45%,demonstrating the robustness of the CBP estimator.Furthermore,the combination of the CBP and BMA methods reduces the standard deviation to below 0.02 fm,effectively reproducing the pronounced shell effects on RCof the Ca and Sr isotope chains.The studies in this paper propose an efficient method to accurately describe RCof unknown nuclei,with potential applications in research on other nuclear properties.
文摘BACKGROUND Serum cytokeratin 18 fragment(CK18F)has been developed as a new noninvasive test(NIT)for risk assessment of steatotic liver disease(SLD);however,there are few reports on its relationship with existing NITs and association with cardiometabolic risk factors(CMRFs).AIM To clarify the relationship among CK18F,NITs,and CMRF.METHODS We included 125 patients who were assessed for SLD and had CK18F measured in cross-sectional study.The fibrosis-4 index(FIB-4),steatosis-associated fibrosis estimator(SAFE)score,liver stiffness(LS),controlled attenuation parameter,and FibroScan-aspartate aminotransferase(FAST)score were compared with CK18F as existing NITs.RESULTS CK18F was associated with aspartate aminotransferase,alanine aminotransferase,and triglyceride(TG).FAST and SAFE score were associated with high CK18F(>260 U/L),but not FIB-4 or LS.The cut-off values for TG and high-density lipoprotein(HDL)cholesterol used to determine high CK18F using receiver operating characteristics analysis were 126 mg/dL and 56 mg/dL respectively.High TG(>126 mg/dL)and low HDL(<56 mg/dL)were associated with high CK18F.The risk of high CK18F was higher when high TG and low HDL were combined than when each was present alone.CMRF was higher in the high CK18F group,but was not associated with CK18F levels.However,when the TG and HDL criteria for CMRF were replaced by TG>126 mg/mL and HDL<56 mg/dL,modified CMRF(mCMRF)was associated with CK18F levels,with a higher risk of high CK18F than CMRF.CONCLUSION CK18F is a new NIT associated with SAFE score and FAST.High TG,low HDL,and mCMRF are associated with high CK18F.
基金Supported by the State Key Laboratory of Acoustics and Marine Information Chinese Academy of Sciences(SKL A202507).
文摘Accurate time delay estimation of target echo signals is a critical component of underwater target localization.In active sonar systems,echo signal processing is vulnerable to the effects of reverberation and noise in the maritime environment.This paper proposes a novel method for estimating target time delay using multi-bright spot echoes,assuming the target’s size and depth are known.Aiming to effectively enhance the extraction of geometric features from the target echoes and mitigate the impact of reverberation and noise,the proposed approach employs the fractional order Fourier transform-frequency sliced wavelet transform to extract multi-bright spot echoes.Using the highlighting model theory and the target size information,an observation matrix is constructed to represent multi-angle incident signals and obtain the theoretical scattered echo signals from different angles.Aiming to accurately estimate the target’s time delay,waveform similarity coefficients and mean square error values between the theoretical return signals and received signals are computed across various incident angles and time delays.Simulation results show that,compared to the conventional matched filter,the proposed algorithm reduces the relative error by 65.9%-91.5%at a signal-to noise ratio of-25 dB,and by 66.7%-88.9%at a signal-to-reverberation ratio of−10 dB.This algorithm provides a new approach for the precise localization of submerged targets in shallow water environments.
文摘In this paper, we define a new class of biased linear estimators of the vector of unknown parameters in the deficient_rank linear model based on the spectral decomposition expression of the best linear minimun bias estimator. Some important properties are discussed. By appropriate choices of bias parameters, we construct many interested and useful biased linear estimators, which are the extension of ordinary biased linear estimators in the full_rank linear model to the deficient_rank linear model. At last, we give a numerical example in geodetic adjustment.
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.
基金The National Natural Science Foundation of China(No50538020)
文摘A statistical damage detection and condition assessment scheme for existing structures is developed. First a virtual work error estimator is defined to express the discrepancy between a real structure and its analytical model, with which a system identification algorithm is derived by using the improved Newton method. In order to investigate its properties in the face of measurement errors, the Monte Carlo method is introduced to simulate the measured data. Based on the identified results, their statistical distributions can be assumed, the status of an existing structure can be statistically evaluated by hypothesis tests. A 5-story, two-bay steel frame is used to carry out numerical simulation studies in detail, and the proposed scheme is proved to be effective.
基金Research supported by the National Natural Science Foundation of China (10271091)
文摘Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove moderate deviations and large deviations for the statistic sup ｜fn（x） - fn（-x） ｜.
基金The SRFDPHE(20070183023)the NSF(10571073,J0630104)of China
文摘In this paper we investigate the estimator for the rth power of the scale parameter in a class of exponential family under symmetric entropy loss L（θ, δ） = v（θ/δ ＋ δ/θ - 2）. An exact form of the minimum risk equivariant estimator under symmetric entropy loss is given, and the minimaxity of the minimum risk equivariant estimator is proved. The results with regard to admissibility and inadmissibility of a class of linear estimators of the form cT（X） ＋ d are given, where T（X） Gamma（v, θ）.
基金Supported by Pre-Study Program of NBRP (2003CCA02400)NSFC (10671007)NSFC (60772036),China
文摘This article considers the admissibility of the linear estimators for the regression coefficients in the growth curve model subject to an incomplete ellipsoidal restriction. The necessary and sufficient conditions for linear estimators to be admissible in classes of the homogeneous and non-homogeneous linear estimators, respectively, are obtained under the quadratic loss function. They are generalizations of some existing results in literature.
文摘The paper introduces a new biased estimator namely Generalized Optimal Estimator (GOE) in a multiple linear regression when there exists multicollinearity among predictor variables. Stochastic properties of proposed estimator were derived, and the proposed estimator was compared with other existing biased estimators based on sample information in the the Scalar Mean Square Error (SMSE) criterion by using a Monte Carlo simulation study and two numerical illustrations.
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supported by the National Science Foundations (DMS0504783 DMS0604207)National Science Fund for Distinguished Young Scholars of China (70825005)
文摘This paper deals with the problems of consistency and strong consistency of the maximum likelihood estimators of the mean and variance of the drift fractional Brownian motions observed at discrete time instants. Both the central limit theorem and the Berry-Ess′een bounds for these estimators are obtained by using the Stein’s method via Malliavin calculus.
基金jointly supported by the National Natural Science Foundation of China(No.61175008)State Key Laboratory of Complex Electromagnetic Environment Effects on Electronics and Information System of China(No.CEMEE2014K0301A)the Natural Science Foundation of Jiangsu Province of China(No.BK20140896)
文摘Since the features of low energy consumption and limited power supply are very impor- tant for wireless sensor networks （WSNs）, the problems of distributed state estimation with quan- tized innovations are investigated in this paper. In the first place, the assumptions of prior and posterior probability density function （PDF） with quantized innovations in the previous papers are analyzed. After that, an innovative Gaussian mixture estimator is proposed. On this basis, this paper presents a Gaussian mixture state estimation algorithm based on quantized innovations for WSNs. In order to evaluate and compare the performance of this kind of state estimation algo- rithms for WSNs, the posterior Cram6r-Rao lower bound （CRLB） with quantized innovations is put forward. Performance analysis and simulations show that the proposed Gaussian mixture state estimation algorithm is efficient than the others under the same number of quantization levels and the performance of these algorithms can be benchmarked by the theoretical lower bound.
文摘In this article, we are interested in least squares estimator for a class of pathdependent McKean-Vlasov stochastic differential equations (SDEs). More precisely, we investigate the consistency and asymptotic distribution of the least squares estimator for the unknown parameters involved by establishing an appropriate contrast function. Comparing to the existing results in the literature, the innovations of this article lie in three aspects:(i) We adopt a tamed Euler-Maruyama algorithm to establish the contrast function under the monotone condition, under which the Euler-Maruyama scheme no longer works;(ii) We take the advantage of linear interpolation with respect to the discrete-time observations to approximate the functional solution;(iii) Our model is more applicable and practice as we are dealing with SDEs with irregular coefficients (for example, Holder continuous) and pathdistribution dependent.
