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A Bayesian method for comprehensive water quality evaluation of the Danjiangkou Reservoir water source area, for the middle route of the South-to-North Water Diversion Project in China 被引量:15
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作者 Fangbing MA Chunhui LI +3 位作者 Xuan WANG Zhifeng YANG Chengchun SUN Peiyu LIANG 《Frontiers of Earth Science》 SCIE CAS CSCD 2014年第2期242-250,共9页
The Danjiangkou Reservoir is the water source for the middle route of the South-to-North Water Diversion Project in China. Thus, its water quality status is of great concern. Five water quality indicators (dissolved ... The Danjiangkou Reservoir is the water source for the middle route of the South-to-North Water Diversion Project in China. Thus, its water quality status is of great concern. Five water quality indicators (dissolved oxygen, permanganate index, ammonia nitrogen, total nitrogen, and total phosphorus), were measured at three monitoring sites (the Danjiangkou Reservoir dam, the Hejiawan and the Jiangbei bridge), to investigate changing trends, and spatiotemporal characteristics of water quality in the Danjiangkou Reservoir area from January 2006 to May 2012. We then applied a Bayesian statistical method to evaluate the water quality comprehensively. The normal distribution sampling method was used to calculate likelihood, and the entropy weight method was used to determine indicator weights for variables of interest in to the study. The results indicated that concentrations of all five indicators increased during the last six years. In addition, the water quality in the reservoir was worse during the wet season (from May to October), than during the dry season (from November to April of the next year). Overall, the probability of the water's belonging to quality category of type lI, according to environmental quality standards for surface water in China, was 27.7%-33.7%, larger than that of its belonging to the other four water quality types. The increasing concentrations of nutrients could result in eutrophication of the Danjiangkou Reser- voir. This method reduced the subjectivity that is commonly associated with determining indicator weights and artificial classifications, achieving more reliable results. These results indicate that it is important for the interbasin water diversion project to implement integrated water quality management in the Danjiangkou Reservoir area. 展开更多
关键词 water quality evaluation Danjiangkou Reser-voir bayesian method normal distribution samplingmethod entropy weight method
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Analysis of the integrated test and evaluation methods of tidal current energy generating devices in the offshore testing site
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作者 郭文瑞 朱永强 +3 位作者 叶青 李雪临 王鑫 段春明 《Marine Science Bulletin》 CAS 2014年第2期60-71,共12页
Actual sea condition testing and inspection and evaluation method research are carried out for tidal energy devices to provide scientific and effective technical support for the ocean high-tech achievement transformat... Actual sea condition testing and inspection and evaluation method research are carried out for tidal energy devices to provide scientific and effective technical support for the ocean high-tech achievement transformation and marine renewable energy development. By analyzing three core indicators, including the power output characteristics of the tidal current device, the generating capacity, energy conversion efficiency, proposed the test contents and evaluation methods of indicators are proposed in this paper; and based on the research of wind farms, power quality testing and assessment methods of offshore tidal energy device are proposed; given the security access to the test contents of tidal current energy device, tidal current energy device running conditions in the testing ground are comprehensively assessed. 展开更多
关键词 testing ground tidal current energy generating device integrated test evaluation method
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Evaluation of a Plasma hCG Method for Point of Care Testing with the Aim of Shortening Test-Turnaround-Times
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作者 Anna-Karin Wikstrom Magnus Hagmar +1 位作者 Goran Ronquist Anders Larsson 《Open Journal of Obstetrics and Gynecology》 2015年第6期341-343,共3页
Objective: To examine the correlation between plasma hCG results obtained with the new i-STAT&reg hCG point of care test with those concomitantly obtained from the central hospital laboratory utilizing the same pa... Objective: To examine the correlation between plasma hCG results obtained with the new i-STAT&reg hCG point of care test with those concomitantly obtained from the central hospital laboratory utilizing the same patient samples. Methods: Prospective cross-sectional laboratory test evaluation. We compared plasma hCG results obtained with the i-STAT&reg hCG test (Abbott Point of Care, Princeton, NJ, USA) with Architect Ci8200 (Abbott Laboratories, Abbott Park, IL, USA). We also calculated the total coefficient of variation (CV) for the i-STAT&reg method. Results: The two methods showed a good linear correlation (R2 = 0.994;slope 1.03) and CV for the i-STAT&reg method was 2.1% - 5.2%. Conclusion: We suggest that the i-STAT&reg hCG blood assay could be used as a complement to urine hCG assays in clinical situations when rapid test results are needed and urine is not available. 展开更多
关键词 Human Chorionic Gonadotropin PREGNANCY method evaluation Point of Care test
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RESEARCH ON THE EVALUATION METHOD OF FRICTION AND LUBRICATION IN DEEP DRAWING 被引量:13
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作者 D.N.He X.F.Yin +4 位作者 H.Z.Thao D.Lv X.Y.Ruan J.L.Cheng J.Y.Jiang 《Acta Metallurgica Sinica(English Letters)》 SCIE EI CAS CSCD 2000年第2期439-445,共7页
The deformation characteristic of bland in deep drawing is discussed. It is pointed out that the friction and lubrication conditions in for drawing are different from that in mechanical motion or machine work or other... The deformation characteristic of bland in deep drawing is discussed. It is pointed out that the friction and lubrication conditions in for drawing are different from that in mechanical motion or machine work or other plastic process. The common test methods in laboratories are analyzed. It shows that though all those test methods can test the friction coefficient, the probe test method is most suitable for the research of friction and lubrication and the process in deep drawing, for this method is identical with the actual work condition either from the test principle or deformation status of the blank. Last the successful application in the deep drawing simulator newly developed the the probe method are intro- duced in detail. 展开更多
关键词 deep drawing probe test method friction and lubrication evaluation method
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The improved artificial bee colony algorithm for mixed additive and multiplicative random error model and the bootstrap method for its precision estimation 被引量:5
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作者 Leyang Wang Shuhao Han 《Geodesy and Geodynamics》 EI CSCD 2023年第3期244-253,共10页
To solve the complex weight matrix derivative problem when using the weighted least squares method to estimate the parameters of the mixed additive and multiplicative random error model(MAM error model),we use an impr... To solve the complex weight matrix derivative problem when using the weighted least squares method to estimate the parameters of the mixed additive and multiplicative random error model(MAM error model),we use an improved artificial bee colony algorithm without derivative and the bootstrap method to estimate the parameters and evaluate the accuracy of MAM error model.The improved artificial bee colony algorithm can update individuals in multiple dimensions and improve the cooperation ability between individuals by constructing a new search equation based on the idea of quasi-affine transformation.The experimental results show that based on the weighted least squares criterion,the algorithm can get the results consistent with the weighted least squares method without multiple formula derivation.The parameter estimation and accuracy evaluation method based on the bootstrap method can get better parameter estimation and more reasonable accuracy information than existing methods,which provides a new idea for the theory of parameter estimation and accuracy evaluation of the MAM error model. 展开更多
关键词 Mixed additive and multiplicative random ERROR Parameter estimation Accuracy evaluation Artificial bee colony algorithm bootstrap method
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Impact and Friction Sensitivity of Energetic Materials:Methodical Evaluation of Technological Safety Features 被引量:2
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作者 Aleksandr Smirnov Oleg Voronko +1 位作者 Boris Korsunsky Tatyana Pivina 《火炸药学报》 EI CAS CSCD 北大核心 2015年第3期1-8,共8页
Key methods developed and used in the USSR and in the Russian Federation to determine the impact and friction sensitivity of energetic materials and explosives have been discussed.Experimental methodologies and instru... Key methods developed and used in the USSR and in the Russian Federation to determine the impact and friction sensitivity of energetic materials and explosives have been discussed.Experimental methodologies and instruments that underlie the assessment of their production and handling safety have been described.Studies of a large number of compounds have revealed relationships between their sensitivity parameters and structure of individual compounds and compositions.The range of change of physical and chemical characteristics for the compounds we examined covers the entire region of their existence.Theoretical methodology and equations have been formulated to estimate the impact and friction sensitivity parameters of energetic materials and to evaluate the technological safety in use.The developed methodology is characterized by high-accuracy calculations and prediction of sensitivity parameters. 展开更多
关键词 energetic materials experimental testing friction sensitivity impact sensitivity regressive analysis safety in use methodical evaluation
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Hydraulic Fracture Parameter Inversion Method for Shale Gas Wells Based on Transient Pressure-Drop Analysis during Hydraulic Fracturing Shut-in Period
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作者 Shangjun Gao Yang Yang +4 位作者 Man Chen Jian Zheng Luqi Qin Xiangyu Liu Jianying Yang 《Energy Engineering》 EI 2024年第11期3305-3329,共25页
Horizontal well drilling and multi-stage hydraulic fracturing are key technologies for the development of shale gas reservoirs.Instantaneous acquisition of hydraulic fracture parameters is crucial for evaluating fract... Horizontal well drilling and multi-stage hydraulic fracturing are key technologies for the development of shale gas reservoirs.Instantaneous acquisition of hydraulic fracture parameters is crucial for evaluating fracturing effectiveness,optimizing processes,and predicting gas productivity.This paper establishes a transient flow model for shale gas wells based on the boundary element method,achieving the characterization of stimulated reservoir volume for a single stage.By integrating pressure monitoring data following the pumping shut-in period of hydraulic fracturing for well testing interpretation,a workflow for inverting fracture parameters of shale gas wells is established.This new method eliminates the need for prolonged production testing and can interpret parameters of individual hydraulic fracture segments,offering significant advantages over the conventional pressure transient analysismethod.The practical application of thismethodology was conducted on 10 shale gaswellswithin the Changning shale gas block of Sichuan,China.The results show a high correlation between the interpreted single-stage total length and surface area of hydraulic fractures and the outcomes of gas production profile tests.Additionally,significant correlations are observed between these parameters and cluster number,horizontal stress difference,and natural fracture density.This demonstrates the effectiveness of the proposed fracture parameter inversion method and the feasibility of field application.The findings of this study aim to provide solutions and references for the inversion of fracture parameters in shale gas wells. 展开更多
关键词 Well test analysis shale gas hydraulic fracturing boundary element method fracturing effect evaluation
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Method of effective evaluation for examination of chloride ion in concrete
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作者 SUNGWen-pei CHENKuen-suan LINHsue-chun 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2005年第3期159-165,共7页
The chloride ion contained in reinforced concrete seriously corrodes the steel surface and damages concrete, resulting in inferior reinforced concrete that strength seriously compromises the entire structure’s safety... The chloride ion contained in reinforced concrete seriously corrodes the steel surface and damages concrete, resulting in inferior reinforced concrete that strength seriously compromises the entire structure’s safety. Consequently, the examination of chloride ions contained in reinforced concrete becomes an important part of a complete quality control procedure. To effectively check the concentration of chloride ions in concrete, the evaluation process should be accurate and precise. Laboratory data ob- tained using existing evaluation methods for the examination of chloride ion are not sufficiently objective to yield reliable results with accuracy and consistency for each sample. An evaluation algorithm with capability to define indices of precision degree (Ep) and accuracy degree (Ea) is presented in this paper. The authors established a statistically reliable index of unbiased estimators and equations to critically examine the laboratory methods’ precision, accuracy degrees and application value for measuring chlorine ion concentration in reinforced concrete. 展开更多
关键词 Concrete quality control Multi-laboratory test error Accuracy degree Precision degree Natural estimator Acceptance testing Examination methods evaluation criteria
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Study on Evaluation Method of Failure Pressure for Pipeline with Axially Adjacent Defects
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作者 SUN Ming-ming FANG Hong-yuan +2 位作者 DU Xue-ming WANG Wen-hua LI Xin 《China Ocean Engineering》 SCIE EI CSCD 2023年第4期598-612,共15页
The interaction between axially adjacent defects is more significant than that between circumferentially aligned defects.However,the existing failure pressure assessment methods cannot accurately predict the failure p... The interaction between axially adjacent defects is more significant than that between circumferentially aligned defects.However,the existing failure pressure assessment methods cannot accurately predict the failure pressure of axial adjacent defects.In the paper,the finite element model is adopted to analyze the influence of defect size,distribution mode and spacing between adjacent defects on failure pressure.A new failure pressure evaluation method is proposed by establishing the effective depth calculation model of corrosion colony with different distribution model.The burst test of X52 pipeline is carried out to verify the applicability of the method.It shows that the results of new method are consistent with the test results of pipeline with various defects and steel grades. 展开更多
关键词 steel pipeline effective depth axially adjacent defects burst test evaluation method
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Numerical test and evaluating method of impact trend of rock-coal system
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作者 蒋金泉 程家国 +1 位作者 曲华 董建军 《Journal of Coal Science & Engineering(China)》 2008年第1期12-18,共7页
The impact trend of reck-coal system was studied by the method of accumulating and releasing of deformation energy and interaction of rock-coal system. The system model of roof-coal-floor was established. Based on the... The impact trend of reck-coal system was studied by the method of accumulating and releasing of deformation energy and interaction of rock-coal system. The system model of roof-coal-floor was established. Based on the RFPA software, rock fracture process analysis system, the numerical test of deformation, fracture and energy transmission of nonlinear and nonhomogeneous rock-coal system, and the numerical test and evaluating method of impact trend of reck-coal system were achieved. When the same coal seam was in different roof and floor conditions, the fracture process of reck-coal system can be classified as gradual, sudden and delayed fracture three kinds, and their impact trend can be classified as void, intense and medium correspondingly. The rock-coal system's impact trend is evaluated by the system impact index p and burst expanding forms. The criteria μ are μ〈1.0, 1.0≤μ〈l .5 and μ≥1.5 when the impact trend is void, intense or medium, which are tested and verified by the No.2 and No.4 coal seams in Sun- cun mine. 展开更多
关键词 impact trend rock-coal system numerical test impact energy index evaluating method
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Optimization of Extraction Process for Longan(Dimocarpus longan Lour.)Leaves Using Multi-indicator Comprehensive Evaluation Method
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作者 Jie LIANG Jinyu WEI +4 位作者 Dongfang HUANG Xiaosi CHEN Jing LIN Guangqiang HUANG Hua ZHU 《Medicinal Plant》 CAS 2020年第2期65-68,共4页
[Objectives]This study aimed to optimize the extraction process of longan(Dimocarpus longan Lour.)leaves by multi-indicator comprehensive evaluation method.[Methods]The contents of gallic acid ethyl ester,astragalin,q... [Objectives]This study aimed to optimize the extraction process of longan(Dimocarpus longan Lour.)leaves by multi-indicator comprehensive evaluation method.[Methods]The contents of gallic acid ethyl ester,astragalin,quercetin,luteolin and kaempferol in longan leaves were determined simultaneously by HPLC.Using the multi-indicator comprehensive evaluation method,the methanol concentration,solid to liquid ratio and extraction time for extraction of longan leaves were optimized by orthogonal test.[Results]The optimal extraction process of longan leaves are as follows:methanol concentration of 100%,solid to liquid ratio of 1∶5,and extraction time of 50 min.[Conclusions]The optimized process is simple and feasible,and it can be used to determine the contents of different ingredients in longan leaves. 展开更多
关键词 LONGAN LEAF Dimocarpus LONGAN Lour. Orthogonal test Multi-indicator weighed comprehensive evaluation method Extraction PROCESS
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On the Application of Bootstrap Method to Stationary Time Series Process
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作者 T. O. Olatayo 《American Journal of Computational Mathematics》 2013年第1期61-65,共5页
This article introduces a resampling procedure called the truncated geometric bootstrap method for stationary time series process. This procedure is based on resampling blocks of random length, where the length of eac... This article introduces a resampling procedure called the truncated geometric bootstrap method for stationary time series process. This procedure is based on resampling blocks of random length, where the length of each blocks has a truncated geometric distribution and capable of determining the probability p and number of block b. Special attention is given to problems with dependent data, and application with real data was carried out. Autoregressive model was fitted and the choice of order determined by Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC). The normality test was carried out on the residual variance of the fitted model using Jargue-Bera statistics, and the best model was determined based on root mean square error of the forecasting values. The bootstrap method gives a better and a reliable model for predictive purposes. All the models for the different block sizes are good. They preserve and maintain stationary data structure of the process and are reliable for predictive purposes, confirming the efficiency of the proposed method. 展开更多
关键词 TRUNCATED Geometric bootstrap method AUTOREGRESSIVE Model Akaike INFORMATION CRITERION (AIC) bayesian INFORMATION CRITERION (BIC) Root Mean Square Error ()
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基于改进Bootstrap和Bayesian Bootstrap的小样本产品实时性能可靠性评估 被引量:13
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作者 贾占强 蔡金燕 梁玉英 《计算机应用研究》 CSCD 北大核心 2009年第8期2851-2854,共4页
基于失效寿命数据的传统可靠性评估方法一般只能求出相同环境下同一类产品的平均特征,并不能对产品进行实时定量的可靠性分析,对于小样本条件下产品的实时性能可靠性评估更是无能为力,而Bayes方法又容易引起争议。为此,提出了基于改进Bo... 基于失效寿命数据的传统可靠性评估方法一般只能求出相同环境下同一类产品的平均特征,并不能对产品进行实时定量的可靠性分析,对于小样本条件下产品的实时性能可靠性评估更是无能为力,而Bayes方法又容易引起争议。为此,提出了基于改进Bootstrap(改进自助法)仿真和Bayesian Bootstrap(随机加权法)仿真的小样本产品实时性能可靠性评估新方法。这两种方法均是通过数字仿真技术扩大样本量,该方法完全依赖于样品本身的数据,不需要任何主观假设。首先介绍了这两种方法的基本思想,并对传统自助法进行了改进;然后给出了利用该方法计算实时性能可靠性参数的期望与方差的算法,并分析了其适用范围,给出了基于蒙特卡罗仿真的产品实时性能可靠性建模方法;最后通过具体实例验证了该方法的有效性和实用性。 展开更多
关键词 实时性能可靠性评估 蒙特卡罗仿真 改进自助法 随机加权法 性能试验 小样本
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Bayesian sequential testing for exponential life system with reliability growth 被引量:4
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作者 Yunyan Xing Xiaoyue Wu 《Journal of Systems Engineering and Electronics》 SCIE EI CSCD 2011年第6期1023-1029,共7页
A Bayesian sequential testing method is proposed to evaluate system reliability index with reliability growth during development.The method develops a reliability growth model of repairable systems for failure censore... A Bayesian sequential testing method is proposed to evaluate system reliability index with reliability growth during development.The method develops a reliability growth model of repairable systems for failure censored test,and figures out the approach to determine the prior distribution of the system failure rate by applying the reliability growth model to incorporate the multistage test data collected from system development.Furthermore,the procedure for the Bayesian sequential testing is derived for the failure rate of the exponential life system,which enables the decision to terminate or continue development test.Finally,a numerical example is given to illustrate the efficiency of the proposed model and procedure. 展开更多
关键词 reliability growth bayesian method prior distribution sequential testing exponential life system.
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Bootstrap重采样Bayesian方法在白车身制造尺寸不合格率估计中的应用 被引量:4
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作者 王海燕 侯琳娜 《工业工程》 北大核心 2012年第6期15-19,共5页
白车身质量是汽车整车质量控制中的重要环节,针对白车身制造尺寸质量控制中检测数据属于小样本数据、数据处理分析不能采用一般大样本条件下统计分析方法的问题引入Bootstrap重采样Bayesian方法。通过对白车身尺寸质量的不合格率进行定... 白车身质量是汽车整车质量控制中的重要环节,针对白车身制造尺寸质量控制中检测数据属于小样本数据、数据处理分析不能采用一般大样本条件下统计分析方法的问题引入Bootstrap重采样Bayesian方法。通过对白车身尺寸质量的不合格率进行定义,分析简单计算、滑动计算、β分布Bayesian计算等3种估计不合格率的方法,引入Bootstrap重采样技术结合Bayesian方法进行不合格率的估计,并通过Matlab软件对4种算法进行仿真比较。仿真结果表明,Bootstrap重采样Bayesian方法的预测精度高于其余3种方法,适用于小样本情况下白车身制造尺寸不合格率的估计。最后通过一个实例演示了Bootstrap重采样Bayesian方法在白车身制造尺寸不合格率估计中的应用流程。 展开更多
关键词 bayesian方法 bootstrap方法 白车身 质量控制
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基于Bayesian Bootstrap小样本产品性能可靠性评估 被引量:6
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作者 万让鑫 吴西良 《信息技术》 2012年第5期174-176,180,共4页
性能可靠性已经成为现代电子产品重要的质量指标。对于现代电子产品的性能可靠性评估,传统经典统计方法面临着数据不足的问题,而Bayes方法容易引起争议,为此将BayesianBootstrap方法引入到产品性能可靠性数据的统计分析中,提出了基于Bay... 性能可靠性已经成为现代电子产品重要的质量指标。对于现代电子产品的性能可靠性评估,传统经典统计方法面临着数据不足的问题,而Bayes方法容易引起争议,为此将BayesianBootstrap方法引入到产品性能可靠性数据的统计分析中,提出了基于Bayesian Bootstrap仿真的性能可靠性评估方法。该方法又称随机加权法,是一种通过数字仿真技术扩大样本量的方法,它完全依赖于样品本身的数据,不需要任何主观假设。首先介绍了Bayesian Bootstrap方法的基本思想,给出了利用该方法计算性能可靠性参数的期望与方差的算法,并分析了其适用范围,最后通过具体实例验证了该方法的有效性和实用性。 展开更多
关键词 性能可靠性 随机加权法 性能试验 小样本
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基于Bayesian Bootstrap法水泥土力学性能指标演化规律区间回归分析 被引量:3
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作者 陈昌富 陈兆君 +1 位作者 高松 蔡焕 《湖南大学学报(自然科学版)》 EI CAS CSCD 北大核心 2023年第3期227-234,共8页
为探究水泥土力学性能指标的演化规律,并建立各个力学性能指标对应的演化方程,首先对现有文献中黏性土水泥土的抗剪强度指标(即黏聚力c、内摩擦角φ)、模量(包括弹性模量E、割线模量E 50和变形模量E 0)等力学性能指标的试验数据进行挖掘... 为探究水泥土力学性能指标的演化规律,并建立各个力学性能指标对应的演化方程,首先对现有文献中黏性土水泥土的抗剪强度指标(即黏聚力c、内摩擦角φ)、模量(包括弹性模量E、割线模量E 50和变形模量E 0)等力学性能指标的试验数据进行挖掘,获得了水泥掺入比在10%~25%之间、龄期在3~90 d范围内各力学性能指标的原始样本数据;然后,基于Bayes‐ian Bootstrap方法,对不同龄期下上述力学性能指标的均值及置信水平为95%的置信区间进行估计;最后,基于本文提出的改进区间回归方法,通过区间回归分析得到了上述力学性能指标的均值和置信水平为95%的置信区间上、下限的双曲线函数型演化方程,并分别给出了各演化方程中模型参数的取值范围建议值.研究成果可为水泥土相关工程设计计算中参数取值提供可靠的依据. 展开更多
关键词 水泥土 力学性能指标 bayesian bootstrap方法 演化方程 改进区间回归方法
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Hypothesis Testing of Population Percentiles via the Wald Test with Bootstrap Variance Estimates
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作者 William D. Johnson Jacob E. Romer 《Open Journal of Statistics》 2016年第1期14-24,共11页
Testing the equality of percentiles (quantiles) between populations is an effective method for robust, nonparametric comparison, especially when the distributions are asymmetric or irregularly shaped. Unlike global no... Testing the equality of percentiles (quantiles) between populations is an effective method for robust, nonparametric comparison, especially when the distributions are asymmetric or irregularly shaped. Unlike global nonparametric tests for homogeneity such as the Kolmogorv-Smirnov test, testing the equality of a set of percentiles (i.e., a percentile profile) yields an estimate of the location and extent of the differences between the populations along the entire domain. The Wald test using bootstrap estimates of variance of the order statistics provides a unified method for hypothesis testing of functions of the population percentiles. Simulation studies are conducted to show performance of the method under various scenarios and to give suggestions on its use. Several examples are given to illustrate some useful applications to real data. 展开更多
关键词 bootstrap Hypothesis testing Nonparametric methods Percentile Profiles Wald test
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空间面板模型协整检验的Bootstrap改进算法及功效分析 被引量:1
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作者 曾召友 《系统工程》 CSSCI CSCD 北大核心 2024年第2期151-158,共8页
忽略面板模型横截面之间的空间相关性易导致其协整检验误拒率偏高。本研究采用模型变量的空间矩阵变换和回归残差Sieve Bootstrap技术相结合,既能使数据结构不受重抽样影响,又可发挥自助抽样(Bootstrap)技术优势,由此发展出基于Sieve Bo... 忽略面板模型横截面之间的空间相关性易导致其协整检验误拒率偏高。本研究采用模型变量的空间矩阵变换和回归残差Sieve Bootstrap技术相结合,既能使数据结构不受重抽样影响,又可发挥自助抽样(Bootstrap)技术优势,由此发展出基于Sieve Bootstrap技术的空间面板计量模型协整P检验,可在建模过程中充分考察空间效应的同时防止出现虚假回归。模拟及实证结果均表明:当面板数据模型出现内生回归元或横截面之间存在空间相依关系时,该检验不仅明显降低误拒率,还能保持高检验势,同时结果更具稳健性。 展开更多
关键词 空间面板协整检验 Sieve bootstrap 虚假回归
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基于Bootstrap方法的多组配对数据风险差的一致性检验
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作者 张延欣 孙舒曼 唐加山 《江苏师范大学学报(自然科学版)》 CAS 2024年第2期42-47,共6页
在Dallal模型下构建3个统计量,研究小样本多组配对数据风险差的一致性检验问题.通过Monte-Carlo数值模拟,比较小样本下渐近方法和Bootstrap方法在检验过程中的性能.研究发现,Bootstrap方法在第一类错误率和功效上表现更优;特别地,基于Sc... 在Dallal模型下构建3个统计量,研究小样本多组配对数据风险差的一致性检验问题.通过Monte-Carlo数值模拟,比较小样本下渐近方法和Bootstrap方法在检验过程中的性能.研究发现,Bootstrap方法在第一类错误率和功效上表现更优;特别地,基于Score检验的Bootstrap方法的第一类错误率较稳健,且有较高的功效,检验性能最优. 展开更多
关键词 多组配对数据 Dallal模型 bootstrap方法 一致性检验
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