From measurements by a circular array consisting of 18 wave gauges in a large wave tank, directional spectra of wind-generated waves in deep water are systematically determined by using maximum likehood method.The inv...From measurements by a circular array consisting of 18 wave gauges in a large wave tank, directional spectra of wind-generated waves in deep water are systematically determined by using maximum likehood method.The investigations reveal that the angular spreading of the wave energy is consistent with cos2s(θ/2) proposed by Longuet-Higgins et al. (1963, Ocean Wad Spectra,11~136), if the bimodal distributions of wave energy are not taken into account. Bimodality occurring on higher frequency than peak frequency is too rare to affect our whole results. Surprisingly, a much broader directional spreading than that of the field, which is interpreted by the strongly nonlinear energy transfer because of the very young waves in laboratory, is found. The parameter s depends on frequency in the same way as observed by Mitsuyasu et al. (1975, Journal of Physical Oceanography, 5, 750~760)and Hasselmann et al. (1980, Journal of physical Oceanography, 10, 1264~1280) in the field, and the relationship between the four nondimensional parameters sm, fo, b1 and b2, determining the directional width, and (corresponding to the inverse of wave age) are given respectively. The observed distributions are found to agree well with the suggestion of Donelan et al. (1985, Philosophical Transaction of Royal Society of London, A315, 509~562) when applied to field waves.展开更多
Human error(HE) is the most important factor influencing on structural safety because its effect often exceeds the random deviation.Large numbers of facts have shown that structural failures may be caused by the gross...Human error(HE) is the most important factor influencing on structural safety because its effect often exceeds the random deviation.Large numbers of facts have shown that structural failures may be caused by the gross error due to HE.So it is essential to analyze HE in construction.The crucial work of human error analysis(HEA) is the estimation of human error probability(HEP) in construction.The method for estimating HEP,analytic hierarchy process and failure likelihood index method(AHP-FLIM),is introduced in this paper.The method also uses the process of expert judgment within the failure likelihood index method(FLIM).A numerical example shows the effectiveness of the methods proposed.展开更多
The fatigue lives of materials and structures at different strain levels show het- eroscedasticity. In addition when the number of test specimens is insufficient, the fatigue strength coefficient and fatigue ductility...The fatigue lives of materials and structures at different strain levels show het- eroscedasticity. In addition when the number of test specimens is insufficient, the fatigue strength coefficient and fatigue ductility coefficient of the fitting parameters in the total strain life equa- tion may not have definite physical significance. In this work, a maximum likelihood method for estimating probabilistic strain amplitude fatigue life curves is presented based on the fatigue lives at different strain levels. The proposed method is based on the general basic assumption that the logarithm of fatigue life at an arbitrary strain level is normally distributed. The rela- tionship among the parameters of total strain life equation, monotonic ultimate tensile stress and percentage reduction of area is adopted. The presented approach is finally illustrated by two applications. It is shown that probabilistic strain amplitude-fatigue life curves can be eas- ily estimated based on the maximum likelihood method. The results show that fatigue lives at different strain levels have heteroscedasticity and the values of fatigue strength coefficient and fatigue ductility coefficient obtained by the proposed method are close to those of the true tensile fracture stress and true tensile fracture strain.展开更多
The neutron spectrum unfolding by Bonner sphere spectrometer(BSS) is considered a complex multidimensional model,which requires complex mathematical methods to solve the first kind of Fredholm integral equation. In or...The neutron spectrum unfolding by Bonner sphere spectrometer(BSS) is considered a complex multidimensional model,which requires complex mathematical methods to solve the first kind of Fredholm integral equation. In order to solve the problem of the maximum likelihood expectation maximization(MLEM) algorithm which is easy to suffer the pitfalls of local optima and the particle swarm optimization(PSO) algorithm which is easy to get unreasonable flight direction and step length of particles, which leads to the invalid iteration and affect efficiency and accuracy, an improved PSO-MLEM algorithm, combined of PSO and MLEM algorithm, is proposed for neutron spectrum unfolding. The dynamic acceleration factor is used to balance the ability of global and local search, and improves the convergence speed and accuracy of the algorithm. Firstly, the Monte Carlo method was used to simulated the BSS to obtain the response function and count rates of BSS. In the simulation of count rate, four reference spectra from the IAEA Technical Report Series No. 403 were used as input parameters of the Monte Carlo method. The PSO-MLEM algorithm was used to unfold the neutron spectrum of the simulated data and was verified by the difference of the unfolded spectrum to the reference spectrum. Finally, the 252Cf neutron source was measured by BSS, and the PSO-MLEM algorithm was used to unfold the experimental neutron spectrum.Compared with maximum entropy deconvolution(MAXED), PSO and MLEM algorithm, the PSO-MLEM algorithm has fewer parameters and automatically adjusts the dynamic acceleration factor to solve the problem of local optima. The convergence speed of the PSO-MLEM algorithm is 1.4 times and 3.1 times that of the MLEM and PSO algorithms. Compared with PSO, MLEM and MAXED, the correlation coefficients of PSO-MLEM algorithm are increased by 33.1%, 33.5% and 1.9%, and the relative mean errors are decreased by 98.2%, 97.8% and 67.4%.展开更多
Iteration methods and their convergences of the maximum likelihoodestimator are discussed in this paper.We study Gauss-Newton method and give a set ofsufficient conditions for the convergence of asymptotic numerical s...Iteration methods and their convergences of the maximum likelihoodestimator are discussed in this paper.We study Gauss-Newton method and give a set ofsufficient conditions for the convergence of asymptotic numerical stability.The modifiedGauss-Newton method is also studied and the sufficient conditions of the convergence arepresented.Two numerical examples are given to illustrate our results.展开更多
Maximum entropy likelihood (MEEL) methods also known as exponential tilted empirical likelihood methods using constraints from model Laplace transforms (LT) are introduced in this paper. An estimate of overall loss of...Maximum entropy likelihood (MEEL) methods also known as exponential tilted empirical likelihood methods using constraints from model Laplace transforms (LT) are introduced in this paper. An estimate of overall loss of efficiency based on Fourier cosine series expansion of the density function is proposed to quantify the loss of efficiency when using MEEL methods. Penalty function methods are suggested for numerical implementation of the MEEL methods. The methods can easily be adapted to estimate continuous distribution with support on the real line encountered in finance by using constraints based on the model generating function instead of LT.展开更多
Based on the observation of importance sampling and second order information about the failure surface of a structure, an importance sampling region is defined in V-space which is obtained by rotating a U-space at the...Based on the observation of importance sampling and second order information about the failure surface of a structure, an importance sampling region is defined in V-space which is obtained by rotating a U-space at the point of maximum likelihood. The sampling region is a hyper-ellipsoid that consists of the sampling ellipse on each plane of main curvature in V-space. Thus, the sampling probability density function can be constructed by the sampling region center and ellipsoid axes. Several examples have shown the efficiency and generality of this method.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
The Ms8.0 Wenchuan earthquake of 2008 dramatically changed the terrain surface and caused long-term increases in the scale and frequency of landslides and debris flows.The changing trend of landslides in the earthquak...The Ms8.0 Wenchuan earthquake of 2008 dramatically changed the terrain surface and caused long-term increases in the scale and frequency of landslides and debris flows.The changing trend of landslides in the earthquake-affected area over the decade since the earthquake remains largely unknown.In this study,we were able to address this issue using supervised classification methods and multitemporal remote sensing images to study landslide evolution in the worst-affected area(Mianyuan River Basin)over a period of ten years.Satellite images were processed using the maximum likelihood method and random forest algorithm to automatically map landslide occurrence from 2007 to 2018.The principal findings are as follows:(1)when compared with visual image analysis,the random forest algorithm had a good average accuracy rate of 87%for landslide identification;(2)postevent landslide occurrence has generally decreased with time,but heavy monsoonal seasons have caused temporary spikes in activity;and(3)the postearthquake landslide activity in the Mianyuan River Basin can be divided into a strong activity period(2008 to 2011),medium activity period(2012 to 2016),and weak activity period(post 2017).Landslide activity remains above the prequake level,with damaging events being rare but continuing to occur.Long-term remote sensing and on-site monitoring are required to understand the evolution of landslide activity after strong earthquakes.展开更多
By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of ...By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods.展开更多
Consider the semiparametric varying-coefficient heteroscedastic partially linear model Yi = X^T i β＋ Z^T iα（Ti） ＋ σiei, 1 ≤ i≤ n, where σ ^2i= f（Ui）, β is a p × 1 column vector of unknown parameter, ...Consider the semiparametric varying-coefficient heteroscedastic partially linear model Yi = X^T i β＋ Z^T iα（Ti） ＋ σiei, 1 ≤ i≤ n, where σ ^2i= f（Ui）, β is a p × 1 column vector of unknown parameter, （Xi, Zi, Ti, Ui） are random design q-dimensional vector of unknown functions, el points, Yi are the response variables, α（-） is a are random errors. For both cases that f（.） is known and unknown, we propose the empirical log-likelihood ratio statistics for the parameter f（.）. For each case, a nonparametric version of Wilks＇ theorem is derived. The results are then used to construct confidence regions of the parameter. Simulation studies are carried out to assess the performance of the empirical likelihood method.展开更多
According to the principle, “The failure data is the basis of software reliability analysis”, we built a software reliability expert system (SRES) by adopting the artificial intelligence technology. By reasoning out...According to the principle, “The failure data is the basis of software reliability analysis”, we built a software reliability expert system (SRES) by adopting the artificial intelligence technology. By reasoning out the conclusion from the fitting results of failure data of a software project, the SRES can recommend users “the most suitable model” as a software reliability measurement model. We believe that the SRES can overcome the inconsistency in applications of software reliability models well. We report investigation results of singularity and parameter estimation methods of experimental models in SRES.展开更多
From measurements by a circular array consisting of 18 wave gauges in a large wave tank, directional spectra of swell in deep water are systematically investigated with maximum likelihood method. It is shown that the ...From measurements by a circular array consisting of 18 wave gauges in a large wave tank, directional spectra of swell in deep water are systematically investigated with maximum likelihood method. It is shown that the directional spreading of swell, qualitatively similar to that of developing wind wave which is narrowest in the region of Peak frequency and bxoadens with increasing or decreasing frequency, can be effectively described by cos2s(θ/2) introduced by Longuet-Higgins et al. (1963,Ocean Wave Spectra, 111~136). It is intriguing that bimodal distribution found in our experiments appers at the forward face instead of the rear face of a frequency spectrum in the cases of nonlinearity being very weak. Parameterized by nonlinearity, formulations which can be applied to swell as well as wind wave are proposed. It is concluded that nonlinear interaction plays a central role in controlling the development of directional angular spreading even for the swell.展开更多
A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on samp...A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on sample data of an interest rate of national bond repurchase,maximum likelihood （ML）,linear Kalman filter and efficient method of moments （EMM） are used to estimate the model.While ML works well for simple models,it may lead to considerable deviation in parameter estimation when dynamic risks of interest rates are considered in them.Linear Kalman filter is a tractable and reasonably accurate technique for estimation cases where ML was not feasible.Moreover,when compared with the first two approaches,using EMM can obtain better parameter estimates for complex models with non-affine structures.展开更多
In this article, we consider a new life test scheme called a progressively first-failure censoring scheme introduced by Wu and Kus [1]. Based on this type of censoring, the maximum likelihood, approximate maximum like...In this article, we consider a new life test scheme called a progressively first-failure censoring scheme introduced by Wu and Kus [1]. Based on this type of censoring, the maximum likelihood, approximate maximum likelihood and the least squares method estimators for the unknown parameters of the inverse Weibull distribution are derived. A comparison between these estimators is provided by using extensive simulation and two criteria, namely, absolute bias and mean squared error. It is concluded that the estimators based on the least squares method are superior compared to the maximum likelihood and the approximate maximum likelihood estimators. Real life data example is provided to illustrate our proposed estimators.展开更多
In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null d...In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.展开更多
文摘From measurements by a circular array consisting of 18 wave gauges in a large wave tank, directional spectra of wind-generated waves in deep water are systematically determined by using maximum likehood method.The investigations reveal that the angular spreading of the wave energy is consistent with cos2s(θ/2) proposed by Longuet-Higgins et al. (1963, Ocean Wad Spectra,11~136), if the bimodal distributions of wave energy are not taken into account. Bimodality occurring on higher frequency than peak frequency is too rare to affect our whole results. Surprisingly, a much broader directional spreading than that of the field, which is interpreted by the strongly nonlinear energy transfer because of the very young waves in laboratory, is found. The parameter s depends on frequency in the same way as observed by Mitsuyasu et al. (1975, Journal of Physical Oceanography, 5, 750~760)and Hasselmann et al. (1980, Journal of physical Oceanography, 10, 1264~1280) in the field, and the relationship between the four nondimensional parameters sm, fo, b1 and b2, determining the directional width, and (corresponding to the inverse of wave age) are given respectively. The observed distributions are found to agree well with the suggestion of Donelan et al. (1985, Philosophical Transaction of Royal Society of London, A315, 509~562) when applied to field waves.
文摘Human error(HE) is the most important factor influencing on structural safety because its effect often exceeds the random deviation.Large numbers of facts have shown that structural failures may be caused by the gross error due to HE.So it is essential to analyze HE in construction.The crucial work of human error analysis(HEA) is the estimation of human error probability(HEP) in construction.The method for estimating HEP,analytic hierarchy process and failure likelihood index method(AHP-FLIM),is introduced in this paper.The method also uses the process of expert judgment within the failure likelihood index method(FLIM).A numerical example shows the effectiveness of the methods proposed.
基金supported by the National Natural Science Foundation of China(No.51475022)
文摘The fatigue lives of materials and structures at different strain levels show het- eroscedasticity. In addition when the number of test specimens is insufficient, the fatigue strength coefficient and fatigue ductility coefficient of the fitting parameters in the total strain life equa- tion may not have definite physical significance. In this work, a maximum likelihood method for estimating probabilistic strain amplitude fatigue life curves is presented based on the fatigue lives at different strain levels. The proposed method is based on the general basic assumption that the logarithm of fatigue life at an arbitrary strain level is normally distributed. The rela- tionship among the parameters of total strain life equation, monotonic ultimate tensile stress and percentage reduction of area is adopted. The presented approach is finally illustrated by two applications. It is shown that probabilistic strain amplitude-fatigue life curves can be eas- ily estimated based on the maximum likelihood method. The results show that fatigue lives at different strain levels have heteroscedasticity and the values of fatigue strength coefficient and fatigue ductility coefficient obtained by the proposed method are close to those of the true tensile fracture stress and true tensile fracture strain.
基金supported by the National Natural science Foundation of China (No. 42127807)the Sichuan Science and Technology Program (No. 2020YJ0334)the Sichuan Science and Technology Breeding Program (No. 2022041)。
文摘The neutron spectrum unfolding by Bonner sphere spectrometer(BSS) is considered a complex multidimensional model,which requires complex mathematical methods to solve the first kind of Fredholm integral equation. In order to solve the problem of the maximum likelihood expectation maximization(MLEM) algorithm which is easy to suffer the pitfalls of local optima and the particle swarm optimization(PSO) algorithm which is easy to get unreasonable flight direction and step length of particles, which leads to the invalid iteration and affect efficiency and accuracy, an improved PSO-MLEM algorithm, combined of PSO and MLEM algorithm, is proposed for neutron spectrum unfolding. The dynamic acceleration factor is used to balance the ability of global and local search, and improves the convergence speed and accuracy of the algorithm. Firstly, the Monte Carlo method was used to simulated the BSS to obtain the response function and count rates of BSS. In the simulation of count rate, four reference spectra from the IAEA Technical Report Series No. 403 were used as input parameters of the Monte Carlo method. The PSO-MLEM algorithm was used to unfold the neutron spectrum of the simulated data and was verified by the difference of the unfolded spectrum to the reference spectrum. Finally, the 252Cf neutron source was measured by BSS, and the PSO-MLEM algorithm was used to unfold the experimental neutron spectrum.Compared with maximum entropy deconvolution(MAXED), PSO and MLEM algorithm, the PSO-MLEM algorithm has fewer parameters and automatically adjusts the dynamic acceleration factor to solve the problem of local optima. The convergence speed of the PSO-MLEM algorithm is 1.4 times and 3.1 times that of the MLEM and PSO algorithms. Compared with PSO, MLEM and MAXED, the correlation coefficients of PSO-MLEM algorithm are increased by 33.1%, 33.5% and 1.9%, and the relative mean errors are decreased by 98.2%, 97.8% and 67.4%.
文摘Iteration methods and their convergences of the maximum likelihoodestimator are discussed in this paper.We study Gauss-Newton method and give a set ofsufficient conditions for the convergence of asymptotic numerical stability.The modifiedGauss-Newton method is also studied and the sufficient conditions of the convergence arepresented.Two numerical examples are given to illustrate our results.
文摘Maximum entropy likelihood (MEEL) methods also known as exponential tilted empirical likelihood methods using constraints from model Laplace transforms (LT) are introduced in this paper. An estimate of overall loss of efficiency based on Fourier cosine series expansion of the density function is proposed to quantify the loss of efficiency when using MEEL methods. Penalty function methods are suggested for numerical implementation of the MEEL methods. The methods can easily be adapted to estimate continuous distribution with support on the real line encountered in finance by using constraints based on the model generating function instead of LT.
文摘研究伴自杀意念(suicidal ideation,SI)的抑郁症患者、不伴自杀意念(no suicidal ideation,NSI)的抑郁症患者、健康对照(healthy controls,HC)的静息态功能性核磁共振(resting-state functional magnetic resonance imaging,rs-fMRI)低频振幅(amplitude of low frequency fluctuations,ALFF)的活动差异,通过对患者rs-fMRI的脑功能进行Meta分析。在Pubmed、Embase、Web of Science、Cochrane Library、中国知网、万方数据库中搜索关于伴SI的抑郁患者rs-fMRI的相关文献。依据系统评价的方法,对纳入文献进行筛选、质量评价、提取特征、激活似然估计法(activation likelihood estimation,ALE)Meta分析,汇总了既往文献的SI抑郁症患者、NSI抑郁症患者与HC之间的ALFF的收敛脑区。共纳入6篇文献,提取SI组患者175例,NSI组患者137例,HC组125名,其中SI组和NSI组之间的差异脑区共有18个。将差异脑区纳入ALE Meta分析,结果显示:SI组相较于NSI组ALFF增高的脑区有左侧枕叶舌回(ALE=1.859×10^(-2),P<0.01,Z=5.688)、右侧枕中回(ALE=1.823×10^(-2),P<0.01,Z=5.562)。左侧枕叶舌回及右侧枕中回异常激活与抑郁症患者的自杀意念可能相关。
文摘Based on the observation of importance sampling and second order information about the failure surface of a structure, an importance sampling region is defined in V-space which is obtained by rotating a U-space at the point of maximum likelihood. The sampling region is a hyper-ellipsoid that consists of the sampling ellipse on each plane of main curvature in V-space. Thus, the sampling probability density function can be constructed by the sampling region center and ellipsoid axes. Several examples have shown the efficiency and generality of this method.
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financially supported by the National Key R&D Program(No.2018YFC1505402)the Key Research and Development Program of Sichuan Province(No.2023YFS0435)+1 种基金the State Key Laboratory of Geohazard Prevention and Geoenvironment Protection Independent Research Project(No.SKLGP2014Z004)the Science and Technology Innovation Fund of Sichuan Earthquake Agency(No.201901)。
文摘The Ms8.0 Wenchuan earthquake of 2008 dramatically changed the terrain surface and caused long-term increases in the scale and frequency of landslides and debris flows.The changing trend of landslides in the earthquake-affected area over the decade since the earthquake remains largely unknown.In this study,we were able to address this issue using supervised classification methods and multitemporal remote sensing images to study landslide evolution in the worst-affected area(Mianyuan River Basin)over a period of ten years.Satellite images were processed using the maximum likelihood method and random forest algorithm to automatically map landslide occurrence from 2007 to 2018.The principal findings are as follows:(1)when compared with visual image analysis,the random forest algorithm had a good average accuracy rate of 87%for landslide identification;(2)postevent landslide occurrence has generally decreased with time,but heavy monsoonal seasons have caused temporary spikes in activity;and(3)the postearthquake landslide activity in the Mianyuan River Basin can be divided into a strong activity period(2008 to 2011),medium activity period(2012 to 2016),and weak activity period(post 2017).Landslide activity remains above the prequake level,with damaging events being rare but continuing to occur.Long-term remote sensing and on-site monitoring are required to understand the evolution of landslide activity after strong earthquakes.
文摘By taking the subsequence out of the input-output sequence of a system polluted by white noise, an independent observation sequence and its probability density are obtained and then a maximum likelihood estimation of the identification parameters is given. In order to decrease the asymptotic error, a corrector of maximum likelihood (CML) estimation with its recursive algorithm is given. It has been proved that the corrector has smaller asymptotic error than the least square methods. A simulation example shows that the corrector of maximum likelihood estimation is of higher approximating precision to the true parameters than the least square methods.
基金Supported by the National Natural Science Foundation of China (Grant No. 71171003)Natural Science Research Project of Anhui Provincial Colleges (Grant No. KJ2011A032)+3 种基金Anhui Polytechnic University Foundation for Recruiting Talent (Grant Nos. 2011YQQ0042009YQQ005)Young Teachers Science Research Foundation of Anhui Polytechnic University (Grant No. 2009YQ035)Anhui Provincial Natural Science Foundation
文摘Consider the semiparametric varying-coefficient heteroscedastic partially linear model Yi = X^T i β＋ Z^T iα（Ti） ＋ σiei, 1 ≤ i≤ n, where σ ^2i= f（Ui）, β is a p × 1 column vector of unknown parameter, （Xi, Zi, Ti, Ui） are random design q-dimensional vector of unknown functions, el points, Yi are the response variables, α（-） is a are random errors. For both cases that f（.） is known and unknown, we propose the empirical log-likelihood ratio statistics for the parameter f（.）. For each case, a nonparametric version of Wilks＇ theorem is derived. The results are then used to construct confidence regions of the parameter. Simulation studies are carried out to assess the performance of the empirical likelihood method.
基金the National Natural Science Foundation of China
文摘According to the principle, “The failure data is the basis of software reliability analysis”, we built a software reliability expert system (SRES) by adopting the artificial intelligence technology. By reasoning out the conclusion from the fitting results of failure data of a software project, the SRES can recommend users “the most suitable model” as a software reliability measurement model. We believe that the SRES can overcome the inconsistency in applications of software reliability models well. We report investigation results of singularity and parameter estimation methods of experimental models in SRES.
文摘From measurements by a circular array consisting of 18 wave gauges in a large wave tank, directional spectra of swell in deep water are systematically investigated with maximum likelihood method. It is shown that the directional spreading of swell, qualitatively similar to that of developing wind wave which is narrowest in the region of Peak frequency and bxoadens with increasing or decreasing frequency, can be effectively described by cos2s(θ/2) introduced by Longuet-Higgins et al. (1963,Ocean Wave Spectra, 111~136). It is intriguing that bimodal distribution found in our experiments appers at the forward face instead of the rear face of a frequency spectrum in the cases of nonlinearity being very weak. Parameterized by nonlinearity, formulations which can be applied to swell as well as wind wave are proposed. It is concluded that nonlinear interaction plays a central role in controlling the development of directional angular spreading even for the swell.
基金Sponsored by the National Natural Science Foundation of China(60979010)
文摘A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on sample data of an interest rate of national bond repurchase,maximum likelihood （ML）,linear Kalman filter and efficient method of moments （EMM） are used to estimate the model.While ML works well for simple models,it may lead to considerable deviation in parameter estimation when dynamic risks of interest rates are considered in them.Linear Kalman filter is a tractable and reasonably accurate technique for estimation cases where ML was not feasible.Moreover,when compared with the first two approaches,using EMM can obtain better parameter estimates for complex models with non-affine structures.
文摘In this article, we consider a new life test scheme called a progressively first-failure censoring scheme introduced by Wu and Kus [1]. Based on this type of censoring, the maximum likelihood, approximate maximum likelihood and the least squares method estimators for the unknown parameters of the inverse Weibull distribution are derived. A comparison between these estimators is provided by using extensive simulation and two criteria, namely, absolute bias and mean squared error. It is concluded that the estimators based on the least squares method are superior compared to the maximum likelihood and the approximate maximum likelihood estimators. Real life data example is provided to illustrate our proposed estimators.
文摘In this paper, we extend the generalized likelihood ratio test to the varying-coefficient models with censored data. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows a distribution, with the scale constant and the number of degree of freedom being independent of nuisance parameters or functions, which is called the wilks phenomenon. Both simulated and real data examples are given to illustrate the performance of the testing approach.
