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  • 简介:Researchonjumpregressionfunc(?)onshasnotbeenadequateyetAccordingtotheinformationaboutthenumberofjumps,theirpositionsandjumpmagnitudes,jumpregressionfunctionscanbeclassifiedintoeighttypes.Thispaperdealsespeciallywiththesecondjumpregressionfunction.Firstofall,aconceptoftrimmedsplineestimateisproposedandwithitanL~2-consistentestimateofthesmoothingpartofthejumpregressionfunctionisobtained.ThisalongwiththeL~2-consistentestimateofjumpmagnitudeconstitutesanestimateofthesecondjumpregressionfunction.Thispaperdiscussesalsothecasethatthejumppositionshavesomeindeterminacy.Anewcriterionissuggestedanditsuniquesolutionderived.Intheend,afewnumericalresultsaregiven.

  • 标签: JUMP regression function trimmed SPLINE ESTIMATE
  • 简介:CONSISTENCYFORKERNELESTIMATEOFCONDITIONALFUNCTION¥HUShuhe(DepartmentOfMathemotics,AnhuiUniversity,Hefei230039,China)Abstract:...

  • 标签: CONDITIONAL FUNCTION KERNEL ESTIMATE improved KERNEL
  • 简介:Thebilevelprogrammingisappliedtosolvehierarchicalintelligencecontrolproblemsinsuchfieldsasindustry,agriculture,transportation,military,andsoon.Thispaperpresentsaquadraticobjectivepenaltyfunctionwithtwopenaltyparametersforinequalityconstrainedbilevelprogramming.Undersomeconditions,theoptimalsolutiontothebilevelprogrammingdefinedbythequadraticobjectivepenaltyfunctionisprovedtobeanoptimalsolutiontotheoriginalbilevelprogramming.Moreover,basedonthequadraticobjectivepenaltyfunction,analgorithmisdevelopedtofindanoptimalsolutiontotheoriginalbilevelprogramming,anditsconvergenceprovedundersomeconditions.Furthermore,undertheassumptionofconvexityatlowerlevelproblems,aquadraticobjectivepenaltyfunctionwithoutlowerlevelproblemsisdefinedandisprovedequaltotheoriginalbilevelprogramming.

  • 标签: 二层规划 罚函数 函数定义 不等式约束 控制问题 分层递阶
  • 简介:Intheanalysisoneconomicgrowthfactors,calculatingthecontributionrateofinfluencingfactortoeconomicgrowthusingtheCESproductionfunctionmodelisacommonandimportantresearchfield.TheCESproductionfunctionmodelhasavarietyofforms,andthesuperpositionCESproductionfunctionmodelproposedinthepaperisanewmodel.Withregardtothemodel’sparameterestimation,thepaperproposesamodifiedparticleswarmoptimizationwhichhasafastconvergencerateandahighprecision.Withregardtothecalculationoffactorcontributionrate,thepaperoffersanewscientificcalculationmethodwiththesuperpositionCESproductionfunctionmodel.Atlast,thepapermakesanempiricalanalysisonthecontributionrateofChineseeconomicgrowthfactorsandtheresultobtainedconsistswiththereality.

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  • 简介:ThepurposeofthispaperistoinvestigatethepricingEuropeancalloptionvaluationproblemsundertheexerciseprice,maturity,risk-freeinterestrate,andthevolatilityfunction.Anadvancemethodology,Chebyshevsimulatedannealingneuralnetwork(ChSANN),isenforcedfortheBlack-Scholes(B-S)modelwithboundaryconditions.OurschemeisstableandeasytoimplementonB-Sequation,forarbitraryvolatilityandarbitraryinterestratevalues.Also,thecomparativeresultsdemonstratethattheattainedapproximatesolutionsareconvergingtowardstheexactsolution.ThegraphicalresultsshowthattheincreasingflowoftheEuropeancalloptionastheexponentialincreasetakesplaceinassets.Thepresentedalgorithmcanbefurtherappliedtootherfinancialmodelswithcertainboundaryconditions.Thealgorithmofthemethodshowsthattheapproachcanalsobeeasilyemployedontime-fractionalB-Sequation.

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  • 简介:Inthispaper,thedefinitionsofBayesestimator,minimaxestimator,minimumriskequivariantestimatorandadmissibleestimatorunderthegeneralmatrixlossfunctionaregiven.Severalresultsonestimationofparameterswiththeordinarylossfunctionareextendedtothecaseofthematrixlossfunction.

  • 标签: Matrix LOSS function BAYES ESTIMATORS MINIMAX
  • 简介:Inarecentarticle,theauthorsprovidedaneffectivealgorithmforbothcomputingtheglobalinfimumof/anddecidingwhetherornottheinfimumof/isattained,where/isamultivariatepolynomialoverthefieldRofrealnumbers.Asacomplement,theauthorsinvestigatethesemialgebraicallyconnectedcomponentsofminimumpointsofapolynomialfunctioninthispaper.Foragivenmultivariatepolynomial/overR,itisshownthattheabove-mentionedalgorithmcanfindatleastonepointineachsemi-algebraicallyconnectedcomponentofminimumpointsof/whenever/hasitsglobalminimum.

  • 标签: 多项式函数 半代数 组件 连接 极值点 多元多项式
  • 简介:Stronguniformconsistencyratesaregivenforkerneltypeestimatorsoftheconditionalfunctionwith(?)-mixingsample.Especially,fornonparametricestimatorsofkerneldensity,theregressionfunctionwhenYisbounded,conditionaldf’s,L-smoothingandM-smoothing,weobtainthesamerateO((n/logn)-1/3)asinthei.i.d.sampleestablishedbyH(?)rdle,JanssenandSerfling.

  • 标签: STRONG UNIFORM CONSISTENCY rates ■-mixing SAMPLE
  • 简介:EXTREMEPOINTRESULTSFORSTRICTPOSITIVEREALNESSOFTRANSFERFUNCTIONFAMILIESWANGLong;HUANGLin(DopartmentofMechanics,PekingUniversit...

  • 标签: Robustness analysis STRICT POSITIVE REALNESS structured
  • 简介:Thispaperconsiderstheconvergenceratesfornonparametricestimatorsoftheerrordistributioninsemi-parametricregressionmodels.Byestablishingsomegenerallawsoftheiteratedlogarithm,itshowsthattheratesofconvergenceofeithertheempiricaldistributionorasmoothedversionoftheempiricaldistributionfunctionmatchesexactlytheratesobtainedforanindependentsamplefromtheerrordistribution.

  • 标签: 半参数回归模型 分布估计 模型误差 经验分布函数 误差分布 非参数估计
  • 简介:BasedontheanalysisoftheproblemsintraditionalGPmodel,thispaperprovidesthemodelwiththeutilityfunctionofthedecision-makerandcomparesthismodelwiththeonepresentedinreferencearticle[1].

  • 标签: GP model UTILITY FUNCTION CRITERION FUNCTION
  • 简介:这份报纸与错过反应数据的nonignorable考虑分发函数和quantiles的评价问题。三条途径被开发估计分发功能和quantiles,即,Horvtiz-Thompson-type方法,回归归罪方法和扩充反的概率加权的途径。倾向分数被semiparametric指定指数的倾斜模型。为了在倾向估计倾斜的参数,得分,作者建议一个调整实验可能性的方法处理过去识别的系统。在一些常规条件下面,作者调查asymptotic性质为分发功能和quantiles建议了三个评估者,并且发现这些评估者有一样的asymptotic变化。大折刀方法被采用一致地估计asymptotic变化。模拟研究被进行调查建议方法论的有限样品表演。

  • 标签: 分发 评价 实验 调整 倾斜模型 估计
  • 简介:这份报纸讨论吝啬地的向后的随机的微分方程(吝啬地的BSDE)与跳并且控制吝啬地的BSDE与的一种新类型跳,也就是吝啬地的BSDE与强烈跳结合了联系控制问题的价值功能。作者首先为BSDE的上述二种类型证明存在和唯一以及一条比较定理。为这,作者使用一个近似方法。在Peng在1997介绍的随机的向后的semigroups的观点的帮助下,然后,作者为值函数得到动态编程原则(DPP)。而且,作者证明值函数是integro部分的微分方程,它在连续函数的一个足够的空格唯一由Barles介绍了的联系非局部的Hamilton-Jacobi-Bellman(HJB)的一个粘性解决方案,等。在1997。

  • 标签: 动态编程原则(DPP ) Hamilton-Jacobi-Bellman (HJB ) 方程 meanfield 向后的随机的微分方程(吝啬地的 BSDE ) 与跳 泊松随机的措施 价值功能
  • 简介:Intheanalysisoneconomicgrowthfactors,researchersusuallyusetheproductionfunctionmodeltocalculateandmeasureinfluencingfactors’contributionratestoeconomicgrowth.CommonproductionfunctionsincludetheCD(Cobb-Douglas)productionfunction,theCES(ConstantElasticityofSubstitution)productionfunction,theVES(VariableElasticityofSubstitution)productionfunction,andsoon.Inconsiderationofthediversityandcomplementarityofmodels,thepapercombinestheCDproductionfunctionwiththeCESproductionfunctionandthenproposesamixedproductionfunction.Withregardtotheparameterestimationofmodel,thepapergivesanimprovedfireflyalgorithmwiththehighprecisionandafastrateofconvergence.Withregardtothecalculationoffactors’contributionrates,traditionalmethodsgenerallyhavebigerrorsandarenotapplicabletocomplicatedmodels,sothepaperoffersanewmethodwhichcancalculatecontributionratesscientifically.Finally,thepapercalculatesthecontributionratesoffactorsaffectingChineseeconomicgrowthandgetsagoodresult.

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