共查询到20条相似文献，搜索用时 125 毫秒
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基于时间序列数据,对Hull-White短期利率模型进行半参数估计。通过两阶段估计方法,原半参数估计模型转化为非参数估计模型和全参数估计模型。前者使用核函数估计方法,后者使用极大似然估计,从而简化整个参数估计过程。实证的结果表明,在给定合适窗宽条件下,基于Hull-White模型的似然值将得到改善。 相似文献
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对两混合正态分布的参数估计问题进行了研究,在传统的极大似然估计的基础上运用EM算法来求解参数估计.首先给出了EM算法的基本原理,然后针对两混合正态分布推出了参数估计的迭代公式,最后用例子验证了参数估计的可靠性. 相似文献
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本文讨论了带右删失数据的非线性随机效应模型的参数估计,给出Gauss-Newton迭代法和改进后的Gauss-Newton迭代法,根据参数估计和算法给出数值模拟,验证了参数估计和算法的可行性. 相似文献
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《现代教育技术》2019,(5):92-98
文章对计算机自适应测试中常用的参数估计法——联合极大似然估计(Joint Maximum Likelihood Estimation,JMLE)法进行了改进,提出了一种基于三值矩阵的联合参数估计方法——3V-JMLE法。基于此,文章以作答反应数据库中被试作答信息为样本,分别采用JMLE法、3V-JMLE法进行参数估计,其对比结果表明:在理想作答矩阵下,3V-JMLE法和JMLE法具有同等的参数估计精度和计算效率;在非理想作答矩阵下,采用JMLE法进行参数估计存在一定的局限性,而采用3V-JMLE法具有很高的参数估计精度并大大提高了计算效率。3V-JMLE法的提出,对于联合参数估计方法的实际估计参数过程有重要指导意义。 相似文献
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《赣南师范学院学报》2015,(6):28-30
目前IRT参数估计程序大多数都要求大样本容量,而基于小样本容量的IRT参数估计系统非常少,但在测验实践中小样本容量的情况经常出现.本文根据测验的实际和对IRT参数估计方法的比较研究设计开发了一个基于小样本容量的IRT参数估计系统.该系统界面友好,操作简单,估计精度高,有一定的应用推广价值. 相似文献
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张莉 《内江师范学院学报》2013,(12):4-7
针对分组数据情形,研究其参数估计的文献甚是少见.鉴于如此,这篇文章探讨了广义指数分布在恒加试验中,基于分组数据的参数估计问题,并利用EM算法给出了参数估计的显性表达式,最后通过Monte Carlo模拟说明了估计方法的有效性和可行性. 相似文献
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提出一种新的组合预测模型--广义加权函数平均组合预测模型, 并利用二次规划算法给出其加权系数的2种不同的参数估计方法. 最后, 以预测实例说明了模型的有效性并对2种参数估计方法进行了比较, 得到一个对参数估计方法进行正确应用的有用结论. 相似文献
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《大连教育学院学报》2016,(3):75-77
参数估计是项目反应理论应用和发展的前提。本研究采用项目反应理论,使用PARSCALE4.1软件,选择两参数和三参数罗杰斯蒂(Logistic)混合模型对某年区域初中毕业生中考物理测验成绩进行项目参数估计,发现不同参数的项目参数估计结果在不同程度上存在差异。 相似文献
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胡俊航 《黄冈职业技术学院学报》2009,11(2):36-37
运用线性约束下回归模型的参数估计和异方差回归模型的参数估计方法,给出线性约束下的异方差回归模型的参数估计公式,比较该模型的残差平方和与无约束异方差回归模型的残差平方和的大小,利用此结论对模型的进一步研究和应用具有一定的理论和实际价值。 相似文献
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通过对参数估计问题进行研究以及稳定性定理和完整性的介绍,把稳定理论的参数估计推广到全族的分数维稳定性分布,由蒙特卡罗方法作出的检验表明所提供的估计量有很好的效率. 相似文献
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In a first course in mathematical statistics or categorical data analysis, the maximum likelihood estimators of the parameters of the multinomial distribution are often “derived” using calculus. However, the important step of verifying that the resulting estimators indeed maximize the likelihood is omitted or done incorrectly. In this paper, two simple methods of obtaining the maximum likelihood estimates are presented. 相似文献
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We evaluate the performance of the most common estimators of latent Markov (LM) models with covariates in the presence of direct effects of the covariates on the indicators of the LM model. In LM modeling it is common practice not to model such direct effects, ignoring the consequences that might have on the overall model fit and the parameters of interest. However, in the general literature about latent variable modeling it is well known that unmodeled direct effects can severely bias the parameter estimates of the model at hand. We evaluate how the presence of direct effects in?uences the bias and efficiency of the 3 most common estimators of LM models, the 1-step, 2-step, and 3-step approaches. Furthermore, we propose amendments (that were thus far not used in the context of LM modeling) to the 2- and 3-step approaches that make it possible to account for direct effects and eliminate bias as a consequence. This is done by modeling the (possible) direct effects in the first step of the stepwise estimation procedures. We evaluate the proposed estimators through an extensive simulation study, and illustrate them via a real data application. Our results show, first, that the augmented 2-step and 3-step approaches are unbiased and efficient estimators of LM models with direct effects. Second, ignoring the direct effects leads to biased estimates with all existing estimators, the 1-step approach being the most sensitive. 相似文献
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史建红 《吕梁高等专科学校学报》1999,15(4):22-26
本文提出了约束线性模型下回归系统的条件根方估计和广义条件根方估计,证明了在一定的条件下,两者在均方误差意义都能很好地改进回归系数的约束最小二乘估计,并讨论了它们的可容许性及广义条件根方估计中未知参数的选取方法。 相似文献
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基于错误的先验假定下获得了线性模型下可估函数的Bayes线性无偏估计(BLUE),证明了在均方误差矩阵(HSEH)准则下BLUE相对于广义最小二乘估计(GLSE)的优良性,并导出了它们的相对效率的界,从而获得BLUE的稳健性. 相似文献
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王勤 《金华职业技术学院学报》2004,4(2):48-50,52
研究了相关情况下第i个顺序统计量及其标准化变量的期望、方差、协方差以及在各阶矩上的变换作用，将Gauss—Markov定理推广至一般相关的不完全样本的情形，并用最小二乘法对顺序统计量的参数作出了最佳线性无偏估计，推导出在样本值之间不相关或相关条件下计算估计量方差的公式。 相似文献
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《Structural equation modeling》2013,20(3):325-352
This study examined the effects of ignoring multilevel data structures in nonhierarchical covariance modeling using a Monte Carlo simulation. Multilevel sample data were generated with respect to 3 design factors: (a) intraclass correlation, (b) group and member configuration, and (c) the models that underlie the between-group and within-group variance components associated with multilevel data. Covariance models that ignored the multilevel structure were then fit to the data. Results indicated that when variables exhibit minimal levels of intraclass correlation, the chi-square model/data fit statistic, the parameter estimators, and the standard error estimators are relatively unbiased. However, as the level of intraclass correlation increases, the chi-square statistic, the parameters, and their standard errors all exhibit estimation problems. The specific group/member configurations as well as the underlying between-group and within-group model structures further exacerbate the estimation problems encountered in the nonhierarchical analysis of multilevel data. 相似文献
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Three optimal linear attitude estimators are proposed for single-point real-time estimation of spacecraft attitude using a
geometric approach. The final optimal attitude is represented by modified Rodrigues parameters (MRPs). After introducing incidental
right-hand orthogonal coordinates for each pair of measured values, three error vectors are obtained by the use of dot or/and
cross products. Corresponding optimality criteria are rigorously quadratic and unconstrained, which do not coincide with Wahba’s
constrained criterion. The singularity, which occurs when the principal angle is close to π, can be easily avoided by one
proper rotation. Numerical simulations show that the proposed three optimal linear estimators can provide a precision comparable
with those complying with the Wahba optimality definition, and have faster computational speed than the famous quaternion
estimator (QUEST). 相似文献
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This inquiry is an investigation of item response theory (IRT) proficiency estimators’ accuracy under multistage testing (MST). We chose a two‐stage MST design that includes four modules (one at Stage 1, three at Stage 2) and three difficulty paths (low, middle, high). We assembled various two‐stage MST panels (i.e., forms) by manipulating two assembly conditions in each module, such as difficulty level and module length. For each panel, we investigated the accuracy of examinees’ proficiency levels derived from seven IRT proficiency estimators. The choice of Bayesian (prior) versus non‐Bayesian (no prior) estimators was of more practical significance than the choice of number‐correct versus item‐pattern scoring estimators. The Bayesian estimators were slightly more efficient than the non‐Bayesian estimators, resulting in smaller overall error. Possible score changes caused by the use of different proficiency estimators would be nonnegligible, particularly for low‐ and high‐performing examinees. 相似文献