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Composite Quantile Regression Estimation for Left Censored Response Longitudinal Data

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Acta Mathematicae Applicatae Sinica 2018年第4期34卷 730-741页

作者： Li-qun XIAO Zhan-feng WANG yao-hua wu School of Economics and Statistics Guangzhou University Guangzhou 510006 China Department of Statistics and Finance The School of Management University of Science and Technology of China Hefei 230026 China

For left censored response longitudinal data, we propose a composite quantile regression estimator（CQR） of regression parameter. Statistical properties such as consistency and asymptotic normality of CQR are studied under relaxable assumptions of correlation structure of error terms. The performance of CQR is investigated via simulation studies and a real dataset analysis.

关键词： longitudinal data left censored quantile regression randomly weighting

Approximation to the Distribution of the Least Squares Estimators in Two Dimensional Cosine Models by Randomly Weighted Bootstrap

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Acta Mathematicae Applicatae Sinica 2013年第4期29卷 765-776页

作者： Yuan-yuan ZHAO Rui-xing MING yao-hua wu Department of Statistics and Finance University of Science and Technology of China School of Mathematical Sciences Nanjing Normal University Institute of Finance and Statistics Nanjing Normal University School of Statistics and Mathematics Zhejiang Gongshang University

Recently, Kundu and Gupta （Metrika, 48：83 C 97, 1998） established the asymptotic normality of the least squares estimators in the two dimensional cosine model. In this paper, we give the approximation to the general least squares estimators by using random weights which is called the Bayesian bootstrap or the random weighting method by Rubin （Annals of Statistics, 9：130 C 134, 1981） and Zheng （Acta Math. Appl. Sinica （in Chinese）, 10（2）： 247 C 253, 1987）. A simulation study shows that this approximation works very well.

关键词： two dimensional model least squares estimator Bayesian bootstrap random weighting method

Distribution Approximation of Shrinkage Estimate in Censored Regression Model via Randomly Weighting Method

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Acta Mathematicae Applicatae Sinica 2019年第2期35卷 421-434页

作者： Xian-hui LIU Zhan-feng WANG yao-hua wu Department of Statistics and Finance University of Science and Technology of China School of Statistics and Research Center of Applied Statistics Jiangxi University of Finance and Economics

Censored regression("Tobit") model is a special case of limited dependent variable regression model, and plays an important role in econometrics. Based on this model, all kinds of methods for variable or group variable selection have been developed and the corresponding shrinkage parameter estimates are widely studied. However, asymptotic distributions of the shrinkage estimates involve unknown nuisance parameters,such as density function of error term. To avoid estimating nuisance parameters, this paper presents a randomly weighting method to approximate to the asymptotic distribution of the shrinkage estimate. A computation procedure of random approximation is provided and asymptotic properties of the randomly weighting estimates are also obtained. The proposed methods are evaluated with extensively numerical studies and a women labor supply example.

关键词： Censored regression model variable selection asymptotic properties randomly weighting

Nonparametric Inference in a Simple Change-point Model

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Acta Mathematica Sinica,English Series 2008年第9期24卷 1483-1496页

作者： Zhan Feng Wang yao hua wu and Lin Cheng Zhao Department of Statistics and Finance University of Science and Technology of China Hefei 230026 P. R. China

In this paper, we consider a change point model allowing at most one change, X($\tfrac{i}{n}$\tfrac{i}{n}) = f($\tfrac{i}{n}$\tfrac{i}{n}) + e($\tfrac{i}{n}$\tfrac{i}{n}), where f(t) = α + θ $I_{(t_0 ,1)} $I_{(t_0 ,1)} (t), 0 ≤ t ≤ 1, {e($\tfrac{1}{n}$\tfrac{1}{n}), ..., e($\tfrac{n}{n}$\tfrac{n}{n})} is a sequence of i.i.d. random variables distributed as e with 0 being the median of e. For this change point model, hypothesis test problem about the change-point t0 is studied and a test statistic is constructed. Furthermore, a nonparametric estimator of t0 is proposed and shown to be strongly consistent. Finally, we give an estimator of jump θ and obtain it’s asymptotic property. Performance of the proposed approach is investigated by extensive simulation studies.

关键词： sample median change point extreme distribution Bahadur representation

Nonlinear Least Squares Estimation of Log-ACD Models

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Acta Mathematicae Applicatae Sinica 2018年第3期34卷 516-533页

作者： Zhao CHEN Wei LIU Christina Dan WANG wu-qing wu yao-hua wu School of Data Science Fudan UniversityShanghai 200433 China Academy of Mathematics and Systems Science Chinese Academy of SciencesBeijing 100190 China New York University Shanghai Shanghai 200122 China School of Business Renmin University of China Beijing 100872 China Department of Statistics and Finance University of Science and Technology of China Hefei 230026 China

This paper studies a nonlinear least squares estimation method for the logarithmic autoregressive conditional duration（Log-ACD） model. We establish the strong consistency and asymptotic normality for our estimator under weak moment conditions suitable for applications involving heavy-tailed distributions. We also discuss inference for the Log-ACD model and Log-ACD models with exogenous variables. Our results can be easily translated to study Log-GARCH models. Both simulation study and real data analysis are conducted to show the usefulness of our results.

关键词： Log-ACD model nonlinear least squares estimation Log-GARCH model heavy-tail

Change-point estimation for censored regression model

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Science China Mathematics 2007年第1期50卷 63-72页

作者： Zhan-feng WANG yao-hua wu Lin-cheng ZHAO Department of Statistics and Finance University of Science and Technology of ChinaHefei 230026China

In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly... 详细信息

关键词： censored regression least absolute deviance (LAD) change-point strong consistence convergence rate 62F10 62F12

Smoothed Maximum Score Change-point Estimation in Binary Response Model

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Acta Mathematicae Applicatae Sinica 2006年第4期22卷 655-662页

作者： Min Yuan Lin-cheng Zhao yao- hua wu Department of Statistics and Finance University of Science and Technology of China Hefei 230026 China

This paper studies the large sample properties of the change point estimates in binary response models. The estimate is obtained by maximizing the smoothed score function when the median of the latent error variable i... 详细信息

关键词： Change-point strong consistency VC class maximum score function

Synthesis of Cucurbit [ n ] uril-based Rotaxanes

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有机化学 2003年第Z1期23卷 261-262页

作者： LIU Si-Min wu Xiao-Jun yao Jun-hua wu Cheng-Tai Department of Chemistry Wuhan University Wuhan 430072 Department of Chemistry Wuhan University Wuhan 430072 Instrumentation Analysis and Research Center Sun Yat-Sen University Guangzhou 510275 Department of Chemistry Wuhan University Wuhan 430072

　　Non-covalent attractive forces are commonly employed in biological systems to drive the assembly of highly orga nized supramolecular entities from relatively simple subunits.……

关键词： biological systems

Arterial embolism caused by a peripherally inserted central catheter in a very premature infant:A case report and literature review

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World Journal of Clinical Cases 2020年第18期8卷 4259-4265页

作者： Yi-Fei huang Yan-Ling Hu Xing-Li Wan Hong Cheng yao-hua wu Xiao-Yan Yang Jing Shi Department of Neonatal Nursing West China Second University HospitalSichuan UniversityChengdu 610066Sichuan ProvinceChina Key Laboratory of Birth Defects and Related Diseases of Women and Children Sichuan UniversityChengdu 610066Sichuan ProvinceChina Ministry of Education West China Nursing SchoolSichuan UniversityChengdu 610066Sichuan ProvinceChina

BACKGROUND Extremely premature infants have poor vascular *** often choose deep veins such as the femoral vein and axillary vein to peripherally insert central catheters,and these vessels are often accompanied by arteries;thus,it is easy to mistakenly enter the *** SUMMARY The case of an extremely premature infant(born at gestational age 28+3)in whom the left upper extremity artery was accidentally entered during peripheral puncture of the central venous catheter is *** the 19th day of hospitalization,the index finger,middle finger and ring finger of the left hand were rosy,the left radial artery and brachial artery pulse were palpable,the recovery was 95%,and the improvement was *** discharge 42 d after admission,there was no abnormality in fingertip activity during the follow-up *** Arterial embolization in preterm infants requires an individualized treatment strategy combined with local anticoagulation and 2%nitroglycerin ointment for local tissue damage caused by arterial embolism in the upper *** visualization of disease changes using image visualization increases the likelihood of a good outcome.

关键词： Arterial thrombosis Anticoagulation Nitroglycerin Peripherally inserted central catheters Case report