学科分类
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36 个结果
  • 简介:为概括线性模型(GLM),以防regressors是随机的并且有不同分布,参数的最大的可能性的估计(MLE)的asymptotic性质被学习。在合理条件下面,我们证明弱、强壮的一致性和asymptotic规度。关键词概括了线性模型-一致性-中国自然科学基础支持的Asymptotic规度先生(2000)题目分类62J12工程

  • 标签: 广义线性模型 相容性 渐近性 差积分布
  • 简介:Theactivitiesofgeomagneticstormsaregenerallycontrolledbysolaractivities.Thecurrentsolarcycle(SC)24isfoundtobemild;comparedtoSCs19–23,thestormoccurrenceandsizederivedbyaveragingtheoccurrencenumberandDstaroundthesolarmaximumarereducedbyabout50–82%and36–61%,respectively.Weestimateseparately,forSC19to24,therepeatintervalsbetweengeomagneticstormsofspecificDst,basedonfitsofpower-lawandlog-normaldistributionstothestormdataforeachSC.RepeatintervalsbetweensupergeomagneticstormswithDst≤–250nTarefoundtobe0.36–2.95year(s)forSCs19–23,butabout20yearsbasedonthedataforSC24.Wealsoestimatetherepeatintervalsbetweencoronalmassejections(CMEs)ofspecificspeed(VCME)sinceCMEsareknowntobethemaindriversofintensestormsandtherelatedstatisticsmayprovideinformationaboutthepotentialoccurrenceofsupergeomagneticstormsfromthelocationoftheSun.OuranalysisfindsthataCMEwithVCME≥1860km/smayoccuronceper3and5monthsinSC23and24,respectively.BasedonaVCME-Dstrelationship,suchafastCMEmaycauseastormwithDst=–250nTifarrivingattheEarth.BycomparingtheobservedgeomagneticstormstostormsexpectedtobecausedbyCMEs,wederivetheprobabilityofCMEcausedstorms,whichisdependentonVCME.ForaCMEfasterthan1860km/s,theprobabilityofaCMEcausedstormwithDst≤–250nTisabout1/5forSC23or1/25forSC24.AlloftheaboveresultssuggestthatthelikelihoodoftheoccurrenceofsupergeomagneticstormsissignificantlyreducedinamildSC.

  • 标签: solar cycle super GEOMAGNETIC STORM REPEAT
  • 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:Inthispaper,weconsidertheempiricallikelihood-basedinferencesforvaryingcoefficientmodelsY=X~τα(U)+εwhenXaresubjecttomissingatrandom.Basedontheinverseprobability-weightedidea,aclassofempiricallog-likelihoodratios,aswellastwomaximumempiricallikelihoodestimators,aredevelopedforα(u).Theresultingstatisticsareshowntohavestandardchi-squaredornormaldistributionsasymptotically.Simulationstudiesarealsoconstructedtoillustratethefinitesamplepropertiesoftheproposedstatistics.

  • 标签: 变系数模型 似然推理 缺失数据 经验似然估计 有限样本性质 对数似然比
  • 简介:ConsidertwolinearmodelsXi=U′iβ+εi,Yj=Vj′γ+ηjwithresponsevariablesmissingatrandom.Inthispaper,weassumethatX,Yaremissingatrandom(MAR)andusetheinverseprobabilityweightedimputationtoproduce‘complete’datasetsforXandY.Basedonthesedatasets,weconstructanempiricallikelihood(EL)statisticforthedifferenceofXandY(denotedas?),andshowthattheELstatistichasthelimitingdistributionofχ21,whichisusedtoconstructaconfidenceintervalfor?.ResultsofasimulationstudyonthefinitesampleperformanceofEL-basedconfidenceintervalson?arereported.

  • 标签: 经验似然 线性回归模型 响应差异 缺失数据 置信区间 线性模型
  • 简介:Missingdataandtime-dependentcovariatesoftenarisesimultaneouslyinlongitudinalstudies,anddirectlyapplyingclassicalapproachesmayresultinalossofefficiencyandbiasedestimates.Todealwiththisproblem,weproposeweightedcorrectedestimatingequationsunderthemissingatrandommechanism,followedbydevelopingashrinkageempiricallikelihoodestimationapproachfortheparametersofinterestwhentime-dependentcovariatesarepresent.Suchprocedureimprovesefficiencyovergeneralizedestimationequationsapproachwithworkingindependentassumption,viacombiningtheindependentestimatingequationsandtheextractedadditionalinformationfromtheestimatingequationsthatareexcludedbytheindependenceassumption.Thecontributionfromtheremainingestimatingequationsisweightedaccordingtothelikelihoodofeachequationbeingaconsistentestimatingequationandtheinformationitcarries.Weshowthattheestimatorsareasymptoticallynormallydistributedandtheempiricallikelihoodratiostatisticanditsprofilecounterpartfollowcentralchi-squaredistributionsasymptoticallywhenevaluatedatthetrueparameter.Thepracticalperformanceofourapproachisdemonstratedthroughnumericalsimulationsanddataanalysis.

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  • 简介:Duetotheopennessofthecognitiveradionetwork,spectrumsensingdatafalsification(SSDF)canattackthespectrumsensingeasily,whilethereisnoeffectivealgorithmproposedincurrentresearchwork,sothispaperintroducesthemalicioususersremovingtotheweightsequentialprobabilityradiotest(WSPRT).Theterminals'weightisweightedbytheaccuracyoftheirspectrumsensinginformation,whichcanalsobeusedtodetectthemalicioususer.Ifoneterminalownsalowweight,itcanbetreatedasmalicioususer,andshouldberemovedfromtheaggregationcenter.SimulationresultsshowthattheimprovedWSPRTcanachievehigherperformancecomparedwiththeothertwoconventionalsequentialdetectionmethodsunderdifferentnumberofmalicioususers.

  • 标签: SC-FDMA 电信 信号处理系统 通信
  • 简介:Toestimatethespreadingsequenceofthedirectsequencespreadspectrum(DSSS)signal,afastalgorithmbasedonmaximumlikelihoodfunctionisproposed,andthetheoreticalderivationofthealgorithmisprovided.Bysimplifyingtheobjectivefunctionofmaximumlikelihoodestimation,thealgorithmcanrealizesequencesynchronizationandsequenceestimationviaadaptiveiterationandslidingwindow.Sinceitavoidsthecorrelationmatrixcomputation,thealgorithmsignificantlyreducesthestoragerequirementandthecomputationcomplexity.Simulationsshowthatitisafastconvergentalgorithm,andcanperformwellinlowsignaltonoiseratio(SNR).

  • 标签: 直接序列扩频 最大似然函数 估计方法 扩频信号 快速算法 传播
  • 简介:Inthispaper,wenotonlyconstructtheconfidenceregionforparametersinamixedinteger-valuedautoregressiveprocessusingtheempiricallikelihoodmethod,butalsoestablishtheempiricallog-likelihoodratiostatisticandobtainitslimitingdistribution.Andthen,viasimulationstudieswegivecoverageprobabilitiesfortheparametersofinterest.Theresultsshowthattheempiricallikelihoodmethodperformsverywell.

  • 标签: mixed integer-valued AUTOREGRESSIVE model empirical LIKELIHOOD
  • 简介:目标用无线传感器网络追踪在传感器之中要求有效合作到在精力消费和追踪的精确性之间的折衷。这份报纸论述用最大的可能性的评价和Kalman过滤器的联合在无线传感器网络追踪途径的一个合作目标。簇领导人把收到的非线性的距离大小变换成线性观察模型并且接近用最大的可能性的评价的变换测量噪音的协变性,然后使用Kalman递归地用变换大小更新目标状态估计的过滤器。最后,一项措施被领导人基于最大的可能性的评价的菲希尔信息矩阵使用为进一步的追踪作为新追踪簇选择最增进知识的传感器。建议合作追踪的途径的优点经由模拟结果被表明。

  • 标签: 无线传感器网络 目标跟踪方法 最大似然估计 卡尔曼滤波 网络协同 波相
  • 简介:Theauthorsstudytheempiricallikelihoodmethodforpartiallylinearerrors-in-variablesmodelwithcovariatedatamissingatrandom.Empiricallikelihoodratiosfortheregressioncoefficientsandthebaselinefunctionareinvestigated,andthecorrespondingempiricallog-likelihoodratiosareprovedtobeasymptoticallystandardchi-squared,whichcanbeusedtoconstructconfidenceregions.Thefinitesamplebehavioroftheproposedmethodsisevaluatedbyasimulationstudywhichindicatesthattheproposedmethodsarecomparableintermsofcoverageprobabilitiesandaveragelengthofconfidenceintervals.Finally,theEarthquakeMagnitudedatasetisusedtoillustrateourproposedmethod.

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  • 简介:Inthisarticle,weconsideralifetimedistribution,theWeibull-Logarithmicdistributionintroducedby[6].Weinvestigatesomenewstatisticalcharacterizationsandproperties.WedevelopthemaximumlikelihoodinferenceusingEMalgorithm.AsymptoticpropertiesoftheMLEsareobtainedandextensivesimulationsareconductedtoassesstheperformanceofparameterestimation.Anumericalexampleisusedtoillustratetheapplication.

  • 标签: 最大似然估计 渐近性质 Weibull 期望最大化算法 模型参数 极大似然估计
  • 简介:Blindidentification-blindequalizationforFiniteImpulseResponse(FIR)MultipleInput-MultipleOutput(MIMO)channelscanbereformulatedastheproblemofblindsourcesseparation.Ithasbeenshownthatblindidentificationviadecorrelatingsub-channelsmethodcouldrecovertheinputsources.TheBlindIdentificationviaDecorrelatingSub-channels(BIDS)algorithmfirstconstructsasetofdecorrelators,whichdecorrelatetheoutputsignalsofsubchannels,andthenestimatesthechannelmatrixusingthetransferfunctionsofthedecorrelatorsandfinallyrecoverstheinputsignalusingtheestimatedchannelmatrix.Inthispaper,anewapproximationoftheinputsourceforFIR-MIMOchannelsbasedonthemaximumlikelihoodsourceseparationmethodisproposed.TheproposedmethodoutperformsBIDSinthepresenceofadditivewhiteGaussiannoise.

  • 标签: 自适应白噪声 信号源分离 信道去相关 信道矩阵
  • 简介:Epidemiologicstudiesuseoutcome-dependentsampling(ODS)schemeswhere,inadditiontoasimplerandomsample,therearealsoanumberofsupplementsamplesthatarecollectedbasedonoutcomevariable.ODSschemeisacost-effectivewaytoimprovestudyefficiency.Wedevelopamaximumsemiparametricempiricallikelihoodestimation(MSELE)fordatafromatwo-stageODSschemeundertheassumptionthatgivencovariate,theoutcomefollowsagenerallinearmodel.Theinformationofbothvalidationsamplesandnonvalidationsamplesareused.Whatismore,weprovetheasymptoticpropertiesoftheproposedMSELE.

  • 标签: 经验似然估计 广义线性模型 半参数 采样 消耗臭氧层物质 简单随机样本