This paper is devoted to a study of geometric properties of AR(q) nonlinear regression models. We present geometric frameworks for regression parameter space and autoregression parameter space respectively based on th...This paper is devoted to a study of geometric properties of AR(q) nonlinear regression models. We present geometric frameworks for regression parameter space and autoregression parameter space respectively based on the weighted inner product by fisher information matrix. Several geometric properties related to statistical curvatures are given for the models. The results of this paper extended the work of Bates & Watts(1980,1988)[1.2] and Seber & Wild (1989)[3].展开更多
We establish the path integral formalism for nondegenerate parametric amplifiers in the entangled state representations. Its advantage in obtaining the energy level gap of this system is analyzed.
To simulate the soil moisture variation in cropland, a two-parameter exponential recession model was derived to depict the recession process of soil moisture in the root zone. The model is based on the assumption that...To simulate the soil moisture variation in cropland, a two-parameter exponential recession model was derived to depict the recession process of soil moisture in the root zone. The model is based on the assumption that the recession rate of soil water is proportional to the potential evapotranspiration rate and the difference of soil water content and steady soil water content. Two parameters in this model are soil texture-dependent recession constant and steady soil water content. The model was calibrated and validated with measured soil water data at two experiment sites in North China with different soil textures and cropping systems. Coefficients of determination between measured and model simulated soil water content were all greater than 0.7, indicating that both models gave satisfactory simulation results. Results showed that values of two parameters mentioned above are both larger for finer soil than those for coarser soil. At the same potential evapotranspiration rate and soil water content, the recession rate of finer soil is usually lower than that of coarser soil. The proposed model can be used in irrigation management to predict approximate date for irrigation, as well as be embedded into watershed hydrological models to estimate the antecedent precipitation index.展开更多
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...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.展开更多
Consider a semiparametric regression model with linear time series errors Y_k= x′ _kβ + g(t_k) + ε_k, 1 ≤ k ≤ n, where Y_k's are responses, x_k =(x_(k1),x_(k2),···,x_(kp))′ and t_k ∈ T is con...Consider a semiparametric regression model with linear time series errors Y_k= x′ _kβ + g(t_k) + ε_k, 1 ≤ k ≤ n, where Y_k's are responses, x_k =(x_(k1),x_(k2),···,x_(kp))′ and t_k ∈ T is contained in R are fixed design points, β =(β_1,β_2,···,β_p)′ is an unknown parameter vector, g(·) is an unknown bounded real-valuedfunction defined on a compact subset T of the real line R, and ε_k is a linear process given byε_k = ∑ from j=0 to ∞ of ψ_je_(k-j), ψ_0=1, where ∑ from j=0 to ∞ of |ψ_j| < ∞, and e_j,j=0, +-1, +-2,···, ard i.i.d. random variables. In this paper we establish the asymptoticnormality of the least squares estimator of β, a smooth estimator of g(·), and estimators of theautocovariance and autocorrelation functions of the linear process ε_k.展开更多
In this paper we study the practical procedure for getting the maximumlikelihood estimates in a semi-parametric regression model with interval censored data.On the basis of the on previous theoretical results, we give...In this paper we study the practical procedure for getting the maximumlikelihood estimates in a semi-parametric regression model with interval censored data.On the basis of the on previous theoretical results, we give the detailed algorithms when there are one or two covariates in the model.展开更多
基金Supported by the NSSFC(02BTJ001) Supported by the NSSFC(04BTJ002) Supported by the Grant for Post-Doctorial Fellows in Southeast University
文摘This paper is devoted to a study of geometric properties of AR(q) nonlinear regression models. We present geometric frameworks for regression parameter space and autoregression parameter space respectively based on the weighted inner product by fisher information matrix. Several geometric properties related to statistical curvatures are given for the models. The results of this paper extended the work of Bates & Watts(1980,1988)[1.2] and Seber & Wild (1989)[3].
文摘We establish the path integral formalism for nondegenerate parametric amplifiers in the entangled state representations. Its advantage in obtaining the energy level gap of this system is analyzed.
基金Under the auspices of National Natural Science Foundation of China(No.51279077,91125017)
文摘To simulate the soil moisture variation in cropland, a two-parameter exponential recession model was derived to depict the recession process of soil moisture in the root zone. The model is based on the assumption that the recession rate of soil water is proportional to the potential evapotranspiration rate and the difference of soil water content and steady soil water content. Two parameters in this model are soil texture-dependent recession constant and steady soil water content. The model was calibrated and validated with measured soil water data at two experiment sites in North China with different soil textures and cropping systems. Coefficients of determination between measured and model simulated soil water content were all greater than 0.7, indicating that both models gave satisfactory simulation results. Results showed that values of two parameters mentioned above are both larger for finer soil than those for coarser soil. At the same potential evapotranspiration rate and soil water content, the recession rate of finer soil is usually lower than that of coarser soil. The proposed model can be used in irrigation management to predict approximate date for irrigation, as well as be embedded into watershed hydrological models to estimate the antecedent precipitation index.
基金The research was supported in part by National Natural Science Foundation of China （NSFC） under Grants No. 10471140 and No. 10731010, the National Basic Research Program of China （973 Program） under Grant No. 2007CB814902, and Science Fund for Creative Research Groups.
文摘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.
基金CHEN Min's work is supported by Grant No. 70221001 and No. 70331001 from NNSFC and Grant No. KZCX2-SW-118 from CAS.
文摘Consider a semiparametric regression model with linear time series errors Y_k= x′ _kβ + g(t_k) + ε_k, 1 ≤ k ≤ n, where Y_k's are responses, x_k =(x_(k1),x_(k2),···,x_(kp))′ and t_k ∈ T is contained in R are fixed design points, β =(β_1,β_2,···,β_p)′ is an unknown parameter vector, g(·) is an unknown bounded real-valuedfunction defined on a compact subset T of the real line R, and ε_k is a linear process given byε_k = ∑ from j=0 to ∞ of ψ_je_(k-j), ψ_0=1, where ∑ from j=0 to ∞ of |ψ_j| < ∞, and e_j,j=0, +-1, +-2,···, ard i.i.d. random variables. In this paper we establish the asymptoticnormality of the least squares estimator of β, a smooth estimator of g(·), and estimators of theautocovariance and autocorrelation functions of the linear process ε_k.
基金This research is supported by the National Natural Science Foundation of China(10071004) and RFDP, Liping Liu was supported in part by the National Basic Research Program of China under Grant 2003CB716101.
文摘In this paper we study the practical procedure for getting the maximumlikelihood estimates in a semi-parametric regression model with interval censored data.On the basis of the on previous theoretical results, we give the detailed algorithms when there are one or two covariates in the model.
