共查询到20条相似文献，搜索用时 555 毫秒
1.
讨论同方差及异方差下的平衡混合效应模型中的推断。利用推断方法,导出了和该模型中固定效应相关的广义置信域和广义p值。模拟结果表明,该置信域有满意的表现。 相似文献
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本文主要研究区间截断数据的参数估计问题.由于观测时闻不连续性及实验条件的限制,失效时刻往往是不可准确观测的.当已知失效时刻位于某一给定区间时,称该类数据为区间截断的.文中首先给出研究背景和研究现状,其次给出指数分布和广义指数分布这两个理论模型的极大似然估计值,并得到渐进分布.在指数分布中,当取等距观测时,得到解析解,在其他形式中,由于其非线性性而致无法得到显示解,笔者用Matlab进行数字模拟,给出不同样本容量下均值及根方差. 相似文献
3.
自回归条件异方差（ARCH）模型及应用 总被引：6，自引：0，他引：6
自回归条件异方差过程是一种新的随机过程,被用于研究时间序列。它展示了随机变量的一种关系：序列方差随时间变化而变化。本文给出估计方法、模型的检验以及一个实证例子。 相似文献
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王春珊 《内蒙古科技与经济》2010,(11):69-69,72
文章重点介绍了方差齐性检验的4种方法,并指出,在对方差分析模型进行假设检验时,如果每个观测值的方差不相等,则方差分析的检验统计量一般不会服从F分布。 相似文献
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均值—级差型组合投资优化选择模型 总被引：4，自引：0，他引：4
本文给出基于历史收益率数据的均值－极差型组合投资优化选择模型,该模型采用收益的极差作为风险的尺度,可以通过求解线性规划获得最优投资组合方案,在惧益分布为正态分布时与均值－方差模型的解相似,避免了均值－方差模型求解二次规划问题（尤其在解决大规模的组合投资问题）的计算复杂性,本文还考虑了存在交易费用时的情形。 相似文献
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均值—离差型组合证券投资优化模型 总被引：9，自引：1，他引：8
本文给出了基于历史收益率数据的均值－平均绝对离差型组合证券投资优化模型。该模型采用收益的平均绝对离差作为风险的尺度,可以通过求解线性规划获得最优证券投资组合。在证券收益分布为正态分布时与均值－方差模型的解相似,避免了均值－方差模型求解二次规划问题（尤其在解决大规模的组合证券投资问题时）的计算复杂性。本文还考虑了存在交易费用时的情形。 相似文献
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本文在传统均值方差模型的基础上,对模型进行了一定的改进,提出了一种新的投资组合优化模型,给出了模型的解,最后提出模型改进的方向. 相似文献
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ADF与PP法在非对称单位根检验中的应用研究 总被引：3，自引：0，他引：3
经济理论认为许多经济变量具有非时称的阚值自回归调整行为.而标准的单位根检验ADF和PP法都是基于线性自回归模型而构造的,因此对非对称单位根检验并不适用.本文应用Monte-Cado模拟方法对ADF和PP检验在TAR与M-TAR模型下的检验势进行系统研究.并对模拟结果的产生原因进行了深入分析.模拟结果表明:数据的非对称性程度和数据的均值回复时间是影响ADF和PP检验的最主要因素;当非对称性增强和均值回复时间增大时,ADF和PP的检验势都具有较大幅度的下降,但是PP比ADF法具有更大程度的下降. 相似文献
9.
VaR是目前国际风险管理的主流方法之一,文章将VaR应用到马科维茨的均值-方差模型中,构建了均值-方差的优化模型,并分析了该模型的特征,给出了一种几何求解的方法。 相似文献
10.
对盈余管理的会计制度改革与盈余稳健性关系的实证分析,具体包括三部分:描述性统计、假设检验以及敏感性检测.其中描述性统计主要涉及到主要变量的均值、中值、标准差等.假设检验部分主要是运用相关模型检验了盈余管理对会计制度改革与盈余稳健性关系的影响.最后对研究结论进行敏感性检验. 相似文献
11.
This paper is concerned with control design for a generalized Takagi–Sugeno fuzzy system. The Takagi–Sugeno fuzzy system generally describes nonlinear systems by employing local linear system representations, while a generalized fuzzy system to be considered in this paper describes even a wider class of nonlinear systems by representing locally nonlinear systems. For such a generalized system, a stabilizing controller design method is proposed by introducing a new class of non-PDC controllers. A non-PDC controller is a generalized controller of PDC one, which is a traditional fuzzy controller. Stabilizing controller design conditions are given in terms of a set of linear matrix inequalities (LMIs), which are easily numerically solvable. A relaxation method is used to reduce the conservatism of design conditions. Finally, numerical examples are given to illustrate our nonlinear control design and to show the effectiveness over other existing results. 相似文献
12.
野生北柴胡根资源量与地上植株形态关系研究 总被引：1，自引：0，他引：1
以2007年北京东灵山300株野生北柴胡（Bupleurum chinense）植株形态因子和根资源量实测数据为基础,采用方差分析与模型模拟等方法对3种典型生境下北柴胡根资源量与地上植株形态因子之间关系进行了模拟研究。结果表明：①不同生境类型下,株高和叶片数平均值表现出相同的变化规律,即：林地>灌丛>草甸,而分枝数表现出相反的变化规律;②方差分析结果表明,不同生境类型下植株地上形态特征株高、叶片数和分枝数差异性显著;③所选3种模型对根资源量（Y）与株高（x1）,叶片数（x2）和分枝数（x3）之间关系模拟效果排序为,广义可加模型（GAM）>广义线性模型（GLM）>多元线性模型（MLM）,最优模拟结果R2可达0.90以上,且分生境模拟结果优于混合模拟结果;④实测值对最优模型检验结果表明,以95％的可靠性估计,GAM模型对北柴胡根资源量的预估精度均在75％以上。 相似文献
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本文采用1997-2009年省级面板数据,使用系统广义矩估计法、二次差分法对中部崛起战略实施效应进行了评价。研究发现,促进中部地区崛起战略实施以后,中部地区的优势主要体现为物质资本存量水平的提高特别是第二产业物质资本存量水平的提高,以及劳动者素质的提高,而在其他方面相比于其他地区并不具有优势,甚至明显滞后。 相似文献
15.
This paper deals with optimal controls that maximize the expectation of first passage time of the state, of a stochastic non-linear system, to the complement of an open and bounded domain. The performance index includes a penalty on the magnitude of the deviation of the first passage time from its expectation. The nonlinear system considered here is subjected to two different kinds of perturbations. The first kind of perturbation is represented by a vector of independent standard Wiener processes and the second kind by a vector of a generalized type of Poisson process.By using a variational approach, necessary conditions on the optimal controls are derived. These conditions are given by a set of four coupled nonlinear partial integro- differential equations. A nonlinear stochastic third-order system is given as a test case, and a numerical method for the computation of its optimal controls, is suggested. The efficiency and applicability of this method are demonstrated with examples. 相似文献
16.
Multiple comparison analysis testing in ANOVA 总被引：1，自引：0，他引：1
McHugh ML 《Biochemia medica : ?asopis Hrvatskoga dru?tva medicinskih biokemi?ara / HDMB》2011,21(3):203-209
The Analysis of Variance (ANOVA) test has long been an important tool for researchers conducting studies on multiple experimental groups and one or more control groups. However, ANOVA cannot provide detailed information on differences among the various study groups, or on complex combinations of study groups. To fully understand group differences in an ANOVA, researchers must conduct tests of the differences between particular pairs of experimental and control groups. Tests conducted on subsets of data tested previously in another analysis are called post hoc tests. A class of post hoc tests that provide this type of detailed information for ANOVA results are called "multiple comparison analysis" tests. The most commonly used multiple comparison analysis statistics include the following tests: Tukey, Newman-Keuls, Scheffee, Bonferroni and Dunnett. These statistical tools each have specific uses, advantages and disadvantages. Some are best used for testing theory while others are useful in generating new theory. Selection of the appropriate post hoc test will provide researchers with the most detailed information while limiting Type 1 errors due to alpha inflation. 相似文献
17.
随着泛在学习广泛应用和发展,泛在学习环境对大学生的信息采纳意愿产生了影响。以大学生为研究对象,主要基于技术接受模型、技术采纳与利用整合模型及信息采纳行为模型,结合泛在学习环境特征,确定影响大学生信息采纳意愿的因素,并构建其信息采纳意愿初始模型,据此提出研究假设、设计问卷。利用SPSS对问卷数据进行信度和效度检验、描述性统计分析以及单因素方差检验。利用AMOS进行结构方程分析,并对初始模型进行修正,最终得到修正模型。根据最终模型,对泛在学习环境下如何提高大学生的信息采纳能力提出建议。 相似文献
18.
《Journal of The Franklin Institute》2022,359(13):6958-6985
The paper studies the iterative solutions of the generalized coupled Sylvester transpose matrix equations over the reflexive (anti-reflexive) matrix group by the generalized conjugate direction algorithm. The convergence analysis shows that the solution group can be obtained within finite iterative steps in the absence of round-off errors for any initial given reflexive (anti-reflexive) matrix group. Furthermore, we can get the minimum-norm solution group by choosing special kinds of initial matrix group. Finally, some numerical examples are given to demonstrate the algorithm considered is quite effective in actual computation. 相似文献
19.
In the last few years hybrid generative discriminative approaches have received increasing attention and their capabilities have been demonstrated by several applications in different domains. Hybrid approaches allow the incorporation of prior knowledge about the nature of the data to classify. Past work on hybrid approaches has focused on Gaussian data, however, and less attention has been given to other kinds of non-Gaussian data which appear in many applications. In this article we introduce a class of generative kernels based on finite mixture models for non-Gaussian data classification. This particular class is based on the generalized Dirichlet distribution which have been shown to be effective to model this kind of data. We demonstrate the efficacy of the proposed framework on two challenging applications namely object detection and content-based image classification via the integration of color and spatial information. 相似文献
20.
《The Journal of High Technology Management Research》2014,25(1):9-20
Research has shown that Information and Communication Technologies (ICTs) are a major determinant of performance in developed countries. However, less is known about the current situation of firms in developing countries. This article addresses this issue by examining the relationship between ICT use and the performance of Tunisian SMEs operating in the electrical and electronic industry based on net profit margin. Using an econometrical approach (linear regression, Granger causality, Kruskal–Wallis test, Welch ANOVA test, and post hoc tests), the results show that there is a significant statistical relationship between the level of ICT use and the performance of Tunisian SMEs in the electrical and electronic industry. 相似文献