检索结果-南通市图书馆

Adaptive quasi-likelihood estimate in generalized linear models

在线全文

学校读者我要写书评

暂无评论

Science china mathematics 2005年第6期48卷 829-846页

作者： CHEN Xia & CHEN Xiru school of mathematics and {2., wuhan university, wuhan 430072. china Graduate school, Chinese Academy of Science, Beijing 100049, china 1. school of mathematics and {2. Wuhan University 430072 Wuhan China 2. Graduate school Chinese Academy of Science 100049 Beijing China

This paper gives a thorough theoretical treatment on the adaptive quasilikelihood estimate of the parameters in the generalized linear models. The unknown covariance matrix of the response variable is estimated by the sample. It is shown that the adaptive estimator defined in this paper is asymptotically most efficient in the sense that it is asymptotic normal, and the covariance matrix of the limit distribution coincides with the one for the quasi-likelihood estimator for the case that the covariance matrix of the response variable is completely known.

关键词： generalized linear models, quasi likelihood estimate, adaptive estimate.

Electronic Structure of Doped Trans-Polyacetylene

在线全文

学校读者我要写书评

暂无评论

wuhan university Journal of Natural Sciences 2002年第1期7卷 51-53页

作者： Ren Da-zhi 1,2. Zhuang Wei 2. Wang Jun 2.1. wuhan university Journals Press,wuhan {2.hubei,china 2. school of Physics and Technology, wuhan university, wuhan {2.hubei,china wuhan university Journals Press Wuhan Hubei China (GRID:grid.49470.3e) (ISNI:***) wuhan university School of Physics and Technology Wuhan Hubei China (GRID:grid.49470.3e) (ISNI:***) wuhan university School of Physics and Technology Wuhan Hubei China (GRID:grid.49470.3e) (ISNI:***)

The behavior of electronic structures of doped trans-polyacetylene is revealed by a simple method. (C2.H2.)+n is used to simulate p-type doped trans-polyacetylene at various doping concentrations. The electronic structure is calculated, by CNDO/2.method. These calculations show that at low doping level, the decrease of electronic energy compensates the increase of elastic energy, thus the bond alternation exists, and the charge carriers are solitons. When doping level is high, the increase of elastic energy is larger than the decrease, of electronic energy, the bond alternation disappears, solitons no longer exist, and polyacetylene is in a metalic state.

关键词： trans polyacetylene CNDO/2 electronic structure doped

Isometric Immersions into Warped Product Spaces

在线全文

学校读者我要写书评

暂无评论

Acta Mathematica Sinica,English Series 2010年第12期26卷 2269-2282页

作者： Qun CHEN Cai Rong XIANG~1) school of mathematics and {2., wuhan university, wuhan 430072. P.R. china school of mathematics and {2. Wuhan University Wuhan 430072 China

This paper concerns the submanifold geometry in the ambient space of warped productmanifolds F^n×σ R, this is a large family of manifolds including the usual space forms R^m, S^m and H^m. We give the fundamental theorem for isometric immersions of hypersurfaces into warped product space R^n×σ R, which extends this kind of results from the space forms and several spaces recently considered by Daniel to the cases of infinitely many ambient spaces.

关键词： Isometric immersion hypersurface warped product the fundamental theorem

An Overview on Wavelet Software Packages

在线全文

学校读者我要写书评

暂无评论

wuhan university Journal of Natural Sciences 2001年第Z1期6卷 593-600页

作者： Fan Qi\|bin 1, Li Hong 2.1. school of mathematics and {2., wuhan university, wuhan 430072. china 2. school of Electronic Information, wuhan university, wuhan 430072. china school of mathematics and {2. Wuhan University Wuhan China school of Electronic Information Wuhan University Wuhan China

Wavelet analysis provides very powerful problem\|solving tools for analyzing, encoding, compressing, reconstructing, and modeling signals and images. The amount of wavelets\|related software has been constantly multiplying. Many wavelet analysis tools are widely available. This overview represents a significant survey for many currently available packages. It will be of great benefit to engineers and researchers for using the toolkits and developing new software. The beginner to learning wavelets can also get a great help from the review. If you browse around at some of the Internet sites listed in the reference of this paper, you may find more plentiful wavelet resources.

关键词： wavelet transforms image compression matching pursuit lifting MATLAB

Weak martingale Hardy spaces and weak atomic decompositions

在线全文

学校读者我要写书评

暂无评论

Science china mathematics 2006年第7期49卷 912-921页

作者： HOU Youliang & REN Yanbo school of mathematics and {2., wuhan university, wuhan 430072. china Department of mathematics & Physics, Henan university of Science and Technology, Luoyang 471003, china 1. school of mathematics and {2. Wuhan University Wuhan 430072 China 2. Department of mathematics & Physics Henan University of Science and Technology Luoyang 471003 China

In this paper we define some weak martingale Hardy spaces and three kinds of weak atoms. They are the counterparts of martingale Hardy spaces and atoms in the classical martingale Hp-theory. And then three atomic decomposition theorems for martingales in weak martingale Hardy spaces are proved. With the help of the weak atomic decompositions of martingale, a sufficient condition for a sublinear operator defined on the weak martingale Hardy spaces to be bounded is given. Using the sufficient condition, we obtain a series of martingale inequalities with respect to the weak Lp-norm, the inequalities of weak (p ,p)-type and some continuous imbedding relationships between various weak martingale Hardy spaces. These inequalities are the weak versions of the basic inequalities in the classical martingale Hp-theory.

关键词： martingale, weak Hardy space, weak atom, atomic decomposition.

Optimal Portfolio Selection Strategies under Some Constraints

在线全文

学校读者我要写书评

暂无评论

wuhan university Journal of Natural Sciences 2009年第4期14卷 281-286页

作者： LUO Kui,WANG Guangming,HU Yijun school of mathematics and {2.,wuhan university,wuhan 430072.hubei,china school of mathematics and {2. Wuhan University Wuhan 430072 Hubei China

A portfolio selection problem for any utility function is introduced, where all the market coefficients are random and the wealth process under any admissible trading strategy is not allowed to be below a benchmark wealth process. The problem is completely solved using a decomposition approach. First, the portfolio selection problem is formulated, and its feasibility is characterized. Then, the problem is decomposed to two steps to solve. After a system of equations for a Lagrange multiplier is solved, the portfolio selection problem is derived as the replicating portfolios of contingent claims. Finally, some simulations are demonstrated.

关键词： portfolio selection Lagrange multiplier stochastic differential equation Monte-Carlo simulation

Texture Preserving Denoising Method Combining Total Variation and Wavelet Shrinkage

在线全文

学校读者我要写书评

暂无评论

wuhan university Journal of Natural Sciences 2010年第1期15卷 31-35页

作者： ZHANG Tao,FAN Qibin school of mathematics and {2.,wuhan university,wuhan 430072.hubei,china school of mathematics and {2. Wuhan University Wuhan China

In this paper,we propose a new image denoising method that combines total variation（TV） method and wavelet shrinkage. In our method,a noisy image is decomposed into subbands of LL,LH,HL,and HH in wavelet domain. LL subband contains the low frequency coefficients along with less noise,which can be easily eliminated using TV-based method. More edges and other detailed information like textures are contained in the other three subbands,and we propose a shrinkage method based on the local variance to extract them from high frequency noise. Experimental results show that this method retains the edges and textures very well while removing noise.

关键词： wavelet total variation texture local variance threshold

Rate of strong consistency of quasi maximum likelihood estimate in generalized linear models

在线全文

学校读者我要写书评

暂无评论

Science china mathematics 2004年第6期47卷 882-893页

作者： YUE Li & CHEN Xiru school of mathematics and {2., wuhan university, wuhan 430072. china Graduate school, Chinese Academy of Sciences, Beijing 100039, china 1. school of mathematics and {2. Wuhan University 430072 Wuhan China 2. Graduate school Chinese Academy of Sciences 100039 Beijing China

Under the assumption that in the generalized linear model (GLM) the expectation of the response variable has a correct specification and some other smooth conditions, it is shown that with probability one the quasi-likelihood equation for the GLM has a solution when the sample size n is sufficiently large. The rate of this solution tending to the true value is determined. In an important special case, this rate is the same as specified in the LIL for iid partial sums and thus cannot be improved anymore.

关键词： quasi-likelihood function generalized linear models strong consistency

On the Strong Law of Large Numbers for Non-Independent B-Valued Random Variables

在线全文

学校读者我要写书评

暂无评论

wuhan university Journal of Natural Sciences 2004年第1期9卷 13-17页

作者： GanShi-xin schoolofmathematicsand{2. WuhanUniversityWuhan430072HubeiChina

This paper investigates some conditions which imply the strong laws of large numbers for Banach space valued random variable sequences. Some generalizations of the Marcinkiewicz-Zygmund theorem and the Hoffmann-J?rgensen and Pisier theorem are obtained. Key words strong law of large numbers - Banach space valued random variable sequence - p-smoothable Banach space CLC number O 2.1.4 - O 2.1.6 Foundation item: Supported by the National Natural Science Foundation of china (10071058)Biography: Gan Shi-xin (1939-), male, Professor, research direction: martingale theory, probability limiting theory and Banach space geometry theory.

关键词： strong law of large numbers Banach space valued random variable sequence p-smoothable Banach space