This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power ...This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power calculations for the score test of heteroscedasticity in European rabbit data （Ratkowsky, 1983）. Simulation studies are presented which indicate that the asymptotic approximation to the finite-sample situation is good over a wide range of parameter configurations.展开更多
The correlation between Renminbi(RMB) internationalization and nonferrous metal prices was studied using the nonlinear Granger causality test and the dynamic conditional correlation-generalized autoregressive conditio...The correlation between Renminbi(RMB) internationalization and nonferrous metal prices was studied using the nonlinear Granger causality test and the dynamic conditional correlation-generalized autoregressive conditional heteroskedastic(DCC-GARCH) model. The results indicate that the relationship between RMB internationalization and nonferrous metal prices reflects a complex nonlinear mechanism. There was no mutual influence between RMB internationalization and nonferrous metal prices prior to the trials of the RMB settlement in the cross-border trade in July 2009. Since then, however, a bidirectional causal relationship between RMB internationalization and the price of copper and a unidirectional causal relationship from the price of aluminum to RMB internationalization were examined. In addition, due to the impact of extreme events, such as economic and financial crises, RMB internationalization and nonferrous metal prices are not always positively correlated but are rather occasionally negatively correlated.展开更多
The strain-rate dependent response of porcine skin oriented in the fiber direction is explored under tensile loading. Quasi-static response was obtained at strain rates in the range of 10-3s-1to 25 s-1. Characterizati...The strain-rate dependent response of porcine skin oriented in the fiber direction is explored under tensile loading. Quasi-static response was obtained at strain rates in the range of 10-3s-1to 25 s-1. Characterization of the response at even greater strain rates is accomplished by measuring the spatio-temporal evolution of the particle velocity and strain in a thin strip subjected to high speed impact loading that generates uniaxial stress conditions. These experiments indicate the formation of shock waves; the shock Hugoniot that relates particle velocity to the shock velocity and the dynamic stress to dynamic strain is obtained directly through experimental measurements, without any assumptions regarding the constitutive properties of the material.展开更多
The propeller singing is such a complex fluid-structure coupling phenomenon that needs to study intensively. In this paper, the stationarity of propeller singing signal is tested by the recurrence plot technique. Acco...The propeller singing is such a complex fluid-structure coupling phenomenon that needs to study intensively. In this paper, the stationarity of propeller singing signal is tested by the recurrence plot technique. According to surrogate data, the singing time series has nonlinearity character. And the nonlinearity of time series is not caused by the static nonlinear measurement function but the intrinsic character itself based on further research. The results provide an objective basis for analyzing the propeller singing signal with the nonlinear time series technique展开更多
supported by the National Natural Science Foundation of China under Grant Nos.71125005 70871108 and 70810107020;; Outstanding Talents Funds of Organization Department Beijing Committee of CPC
The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR（1） errors. The elliptical class includes several symmetric multivar...The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR（1） errors. The elliptical class includes several symmetric multivariate distributions such as normal, Student-S, power exponential, among others. Several diagnostic tests using score statistics and their adjustment are constructed. The asymptotic properties, including asymptotic chi-squave and approximate powers under local alternatives of the score statistics, are studied. The properties of test statistics are investigated through Monte Carlo simulations. A data set previously analyzed under normal errors is reanalyzed under elliptical models to illustrate our test methods.展开更多
基金Supported by SSFC（04BTJ002）,the National Natural Science Foundation of China（10371016） and the Post-Doctorial Grant in Southeast University.
文摘This paper presents an approach for estimating power of the score test, based on an asymptotic approximation to the power of the score test under contiguous alternatives. The method is applied to the problem of power calculations for the score test of heteroscedasticity in European rabbit data （Ratkowsky, 1983）. Simulation studies are presented which indicate that the asymptotic approximation to the finite-sample situation is good over a wide range of parameter configurations.
基金Projects(71874210,71633006,71874207,71974208)supported by the National Natural Science Foundation of ChinaProject(2020CX049)supported by Innovation-Driven Foundation of Central South University,China+1 种基金Project(2018dcyj031)supported by Postgraduate Survey Research Foundation of Central South University,ChinaProject(17K103)supported by the Innovation Platform Open Fund Project of Hunan Education Department,China。
文摘The correlation between Renminbi(RMB) internationalization and nonferrous metal prices was studied using the nonlinear Granger causality test and the dynamic conditional correlation-generalized autoregressive conditional heteroskedastic(DCC-GARCH) model. The results indicate that the relationship between RMB internationalization and nonferrous metal prices reflects a complex nonlinear mechanism. There was no mutual influence between RMB internationalization and nonferrous metal prices prior to the trials of the RMB settlement in the cross-border trade in July 2009. Since then, however, a bidirectional causal relationship between RMB internationalization and the price of copper and a unidirectional causal relationship from the price of aluminum to RMB internationalization were examined. In addition, due to the impact of extreme events, such as economic and financial crises, RMB internationalization and nonferrous metal prices are not always positively correlated but are rather occasionally negatively correlated.
文摘The strain-rate dependent response of porcine skin oriented in the fiber direction is explored under tensile loading. Quasi-static response was obtained at strain rates in the range of 10-3s-1to 25 s-1. Characterization of the response at even greater strain rates is accomplished by measuring the spatio-temporal evolution of the particle velocity and strain in a thin strip subjected to high speed impact loading that generates uniaxial stress conditions. These experiments indicate the formation of shock waves; the shock Hugoniot that relates particle velocity to the shock velocity and the dynamic stress to dynamic strain is obtained directly through experimental measurements, without any assumptions regarding the constitutive properties of the material.
文摘The propeller singing is such a complex fluid-structure coupling phenomenon that needs to study intensively. In this paper, the stationarity of propeller singing signal is tested by the recurrence plot technique. According to surrogate data, the singing time series has nonlinearity character. And the nonlinearity of time series is not caused by the static nonlinear measurement function but the intrinsic character itself based on further research. The results provide an objective basis for analyzing the propeller singing signal with the nonlinear time series technique
基金supported by the National Natural Science Foundation of China under Grant Nos.71001096,70933003,and 71071170
文摘supported by the National Natural Science Foundation of China under Grant Nos.71125005 70871108 and 70810107020;; Outstanding Talents Funds of Organization Department Beijing Committee of CPC
基金Supported by the National Natural Science Foundation of China (No. 11171065 and NSFJSBK2011058)
文摘The aim of this paper is to study the tests for variance heterogeneity and/or autocorrelation in nonlinear regression models with elliptical and AR（1） errors. The elliptical class includes several symmetric multivariate distributions such as normal, Student-S, power exponential, among others. Several diagnostic tests using score statistics and their adjustment are constructed. The asymptotic properties, including asymptotic chi-squave and approximate powers under local alternatives of the score statistics, are studied. The properties of test statistics are investigated through Monte Carlo simulations. A data set previously analyzed under normal errors is reanalyzed under elliptical models to illustrate our test methods.
