检索结果-南通市图书馆

two-stage estimation FOR SEEMINGLY UNRELATED NONPARAMETRIC REGRESSION MODELS

Journal of Systems Science & Complexity 2007年第4期20卷 509-520页

作者： Jinhong YOU Shangyu XIE Yong ZHOU Department of Biostatistics University of North Carolina at Chapel Hill Chapel Hill NC 27599-7400 USA. Institute of Applied Mathematics Chinese Academy of Sciences Beijing 100080 China

This paper is concerned with the estimating problem of seemingly unrelated （SU） non- parametric regression models. The authors propose a new method to estimate the unknown functions, which is an extension of the two-stage procedure in the longitudinal data framework. The authors show the resulted estimators are asymptotically normal and more efficient than those based on only the individual regression equation. Some simulation studies are given in support of the asymptotic results. A real data from an ongoing environmental epidemiologie study are used to illustrate the proposed procedure.

关键词： Asymptotic normality nonparametrie model seemingly unrelated regression two-stage estimation

来源：

维普期刊数据库评论

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Consistent estimation of Order for Regression in the Presence of Serial Correlation and Heteroscedasticity

引用

Journal of Systems Science and Systems Engineering 2001年第2期13卷 247-256页

作者： CHEN Min 1, WU Guo-fu 1, QI Quan-yue 21.Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing 100080, China2.P.O. Box 1303-15, Beijing 100073, China Academy of Mathematics and System Sciences Chinese Academy of Sciences Beijing 100080 China P.O. Box 1303-15 Beijing 100073 China

In this paper, we consider a multiple regression model in the presence of serial correlation and heteroscedasticity. We establish the convergence rate of an efficient estimation of autoregressive coefficients suggested by Harvey and Robison (1988). We propose a method to identify order of serial correlation data and prove that it is of strong consistency. The simulation reports show that the method of identifying order is available.

关键词： regression serial correlation heteroscedasticity two-stage estimation strong consistency convergence rate identification of order of residual autocorrelation

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Efficient Mean estimation in Log-normal Linear Models with First-order Correlated Errors

引用

Communications in Mathematical Research 2013年第3期29卷 271-279页

作者： Zhang Song Wang De-hui Dalian Commodity Exchange School of Mathematics Jilin University

In this paper, we propose a log-normal linear model whose errors are first-order correlated, and suggest a two-stage method for the efficient estimation of the conditional mean of the response variable at the original scale. We obtain two estimators which minimize the asymptotic mean squared error （MM） and the asymptotic bias （MB）, respectively. Both the estimators are very easy to implement, and simulation studies show that they are perform better.

关键词： log-normal first-order correlated maximum likelihood two-stage estimation mean squared error

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Improving IAC Algorithm Based on Range Rate Measurement

引用

Journal of Beijing Institute of Technology 1999年第3期8卷 276-281页

作者：张鸿业王月涌蔡颖臻北京理工大学自动控制系北京100081

Aim Interactive multiple model(IMM) algorithm was introduced into two? stage estimation to improve the estimating accuracy for system position and *** The state estimation was carried out in mixed coordinates according to the nonlinear measure equation, a generalized interactive acceleration compensation(IAC) algorithm in mixed coordinate was presented. Results Simulation result shows the estimation accuracy is improved through changing measure equation in polar coordinates. Conclusion The estimation accuracy for position and velocity estimation, has been improved greatly, and the proposed algorithm has the advantage of less calculating time comparing with other multiple model methods.

关键词： range rate measurement interactive acceleration compensation two-stage estimation

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

欢迎您,

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

在线全文

在线全文

在线全文

在线全文

请选择保存的检索档案：

请选择收藏分类：

通借通还

欢迎您,

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

在线全文

在线全文

在线全文

在线全文

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：