The data we use to express angle or direction are entitled directional data. In a plan right angled coordinate system the traditional control chart can’t solve the quality control problem which the characteristic val...The data we use to express angle or direction are entitled directional data. In a plan right angled coordinate system the traditional control chart can’t solve the quality control problem which the characteristic value is angle. This paper analyses and calculates the one valued control limits by control chart of angles.展开更多
The probability distribution analysis is per-formed for multi-timescale aerosol optical depth (AOD) using AErosol RObotic NETwork (AERONET) level 2.0 data.The maximum likelihood estimation is employed to determine the...The probability distribution analysis is per-formed for multi-timescale aerosol optical depth (AOD) using AErosol RObotic NETwork (AERONET) level 2.0 data.The maximum likelihood estimation is employed to determine the best-fit probability density function (PDF),and the statement that the fitting Weibull distribution will be light-tailed is proved true for these AOD samples.The best-fit PDF results for multi-site data show that the PDF of AOD samples with longer timescale in most sites tends to be stably represented by lognormal distribution,while Weibull distribution is a better fit for AOD samples with short timescales.The reason for this difference is ana-lyzed through tail characteristics of the two distributions,and an indicator for the selection between Weibull and lognormal distributions is suggested and validated.The result of this research is helpful for determining the most accurate AOD statistics for a given site and a given time-scale and for validating the retrieved AOD through its PDF.展开更多
In this article we consider a sequence of hierarchical space model of inverse problems.The underlying function is estimated from indirect observations over a variety of error distributions including those that are hea...In this article we consider a sequence of hierarchical space model of inverse problems.The underlying function is estimated from indirect observations over a variety of error distributions including those that are heavy-tailed and may not even possess variances or means.The main contribution of this paper is that we establish some oracle inequalities for the inverse problems by using quantile coupling technique that gives a tight bound for the quantile coupling between an arbitrary sample p-quantile and a normal variable,and an automatic selection principle for the nonrandom filters.This leads to the data-driven choice of weights.We also give an algorithm for its implementation.The quantile coupling inequality developed in this paper is of independent interest,because it includes the median coupling inequality in literature as a special case.展开更多
This paper considers the convergence rates for nonparametric estimators of the error distribution in semi-parametric regression models. By establishing some general laws of the iterated logarithm, it shows that the ra...This paper considers the convergence rates for nonparametric estimators of the error distribution in semi-parametric regression models. By establishing some general laws of the iterated logarithm, it shows that the rates of convergence of either the empirical distribution or a smoothed version of the empirical distribution function matches exactly the rates obtained for an independent sample from the error distribution.展开更多
For the stochastic structure with stochastic excitation, an advanced stratified line sampling (SLS) method is presented to obtain the cumulative distribution function (CDF) of the structural response and its sensitivi...For the stochastic structure with stochastic excitation, an advanced stratified line sampling (SLS) method is presented to obtain the cumulative distribution function (CDF) of the structural response and its sensitivity. The advanced stratified line sampling method introduces a set of middle failure subsets firstly. And for each subset, the conventional line sampling can be used to obtain the corresponding value of the response's CDF. At the same time, the sensitivity estimations of each failure subset can also be computed by modifying the important direction and corresponding reliability coefficients. The properties of CDF sensitivity are proved while the performance function is linear with normal random variables. After two simple examples are used to demonstrate the properties of CDF sensitivity and the feasibility of the presented method, the method employed to analyze the CDF and corresponding sensitivity of root bending moment (RBM) responses for the stochastic BAH is wing with gust excitation to a square-edged gust and to a Dryden gust. The results show that the parameters of the second and the fifth order modals exert more influence on the CDF of response than the other ones, and the presented SLS method can more significantly reduce the computational cost compared with Monte Carlo simulation (MCS).展开更多
In this paper we consider the problem of estimation of a continuous distribution function under the LINEX loss function. The best invariant estimator is obtained and proved to be minimax for any sample size n ≥ 1.
Current status data often arise in survival analysis and reliability studies, when a continuous response is reduced to an indicator of whether the response is greater or less than an observed random threshold value. T...Current status data often arise in survival analysis and reliability studies, when a continuous response is reduced to an indicator of whether the response is greater or less than an observed random threshold value. This article considers a partial linear model with current status data. A sieve least squares estimator is proposed to estimate both the regression parameters and the nonparametric function. This paper shows, under some mild condition, that the estimators are strong consistent. Moreover, the parameter estimators are normally distributed, while the nonparametric component achieves the optimal convergence rate. Simulation studies are carried out to investigate the performance of the proposed estimates. For illustration purposes, the method is applied to a real dataset from a study of the calcification of the hydrogel intraocular lenses, a complication of cataract treatment.展开更多
基金National Natural Science Foundation of China ( 70 0 72 0 33)
文摘The data we use to express angle or direction are entitled directional data. In a plan right angled coordinate system the traditional control chart can’t solve the quality control problem which the characteristic value is angle. This paper analyses and calculates the one valued control limits by control chart of angles.
基金supported by funds from the Chinese Global Change Research Program (Grant No.2010CB951804)the National Natural Science Foundation of China (Grant No.40830103)the China Postdoctoral Science Foundation (Grant No.20100480436)
文摘The probability distribution analysis is per-formed for multi-timescale aerosol optical depth (AOD) using AErosol RObotic NETwork (AERONET) level 2.0 data.The maximum likelihood estimation is employed to determine the best-fit probability density function (PDF),and the statement that the fitting Weibull distribution will be light-tailed is proved true for these AOD samples.The best-fit PDF results for multi-site data show that the PDF of AOD samples with longer timescale in most sites tends to be stably represented by lognormal distribution,while Weibull distribution is a better fit for AOD samples with short timescales.The reason for this difference is ana-lyzed through tail characteristics of the two distributions,and an indicator for the selection between Weibull and lognormal distributions is suggested and validated.The result of this research is helpful for determining the most accurate AOD statistics for a given site and a given time-scale and for validating the retrieved AOD through its PDF.
基金supported by the Major Project of Humanities Social Science Foundation of Ministry of Education(Grant No. 08JJD910247)Key Project of Chinese Ministry of Education (Grant No. 108120)+4 种基金National Natural Science Foundation of China (Grant No. 10871201)Beijing Natural Science Foundation (Grant No. 1102021)the Fundamental Research Funds for the Central Universitiesthe Research Funds of Renmin University of China(Grant No. 10XNL018)the China Statistical Research Project (Grant No. 2011LZ031)
文摘In this article we consider a sequence of hierarchical space model of inverse problems.The underlying function is estimated from indirect observations over a variety of error distributions including those that are heavy-tailed and may not even possess variances or means.The main contribution of this paper is that we establish some oracle inequalities for the inverse problems by using quantile coupling technique that gives a tight bound for the quantile coupling between an arbitrary sample p-quantile and a normal variable,and an automatic selection principle for the nonrandom filters.This leads to the data-driven choice of weights.We also give an algorithm for its implementation.The quantile coupling inequality developed in this paper is of independent interest,because it includes the median coupling inequality in literature as a special case.
基金supported by the National Science Foundation of China under Grant Nos.11201422,11301481,and 11371321Zhejiang Provincial Natural Science Foundation of China under Grant Nos.Y6110639,Y6110110,LQ12A01018,and LQ12A01017+2 种基金the National Statistical Science Research Project of China under Grant No.2012LY174Foundation for Young Talents of ZJGSU under Grant No.1020XJ1314019Zhejiang Provincial Key Research Base for Humanities and Social Science Research(Statistics)
文摘This paper considers the convergence rates for nonparametric estimators of the error distribution in semi-parametric regression models. By establishing some general laws of the iterated logarithm, it shows that the rates of convergence of either the empirical distribution or a smoothed version of the empirical distribution function matches exactly the rates obtained for an independent sample from the error distribution.
基金the National Nature Science Foundation of China (Grant No. 51175425)the Aviation Science Foundation (Grant No. 2011ZA53015)+1 种基金the Aerospace Science and Technology Innovative Foundation (Grant No. 2011200093)the Nature Science Basic Research Fund of Shaanxi Province (Grant No. 2012JQ1015)
文摘For the stochastic structure with stochastic excitation, an advanced stratified line sampling (SLS) method is presented to obtain the cumulative distribution function (CDF) of the structural response and its sensitivity. The advanced stratified line sampling method introduces a set of middle failure subsets firstly. And for each subset, the conventional line sampling can be used to obtain the corresponding value of the response's CDF. At the same time, the sensitivity estimations of each failure subset can also be computed by modifying the important direction and corresponding reliability coefficients. The properties of CDF sensitivity are proved while the performance function is linear with normal random variables. After two simple examples are used to demonstrate the properties of CDF sensitivity and the feasibility of the presented method, the method employed to analyze the CDF and corresponding sensitivity of root bending moment (RBM) responses for the stochastic BAH is wing with gust excitation to a square-edged gust and to a Dryden gust. The results show that the parameters of the second and the fifth order modals exert more influence on the CDF of response than the other ones, and the presented SLS method can more significantly reduce the computational cost compared with Monte Carlo simulation (MCS).
基金This research is supported by National Natural Science Foundation of China （No. 10571070）.
文摘In this paper we consider the problem of estimation of a continuous distribution function under the LINEX loss function. The best invariant estimator is obtained and proved to be minimax for any sample size n ≥ 1.
基金This research is supported in part by the National Natural Science Foundation of. China under Grant No. 10801133.
文摘Current status data often arise in survival analysis and reliability studies, when a continuous response is reduced to an indicator of whether the response is greater or less than an observed random threshold value. This article considers a partial linear model with current status data. A sieve least squares estimator is proposed to estimate both the regression parameters and the nonparametric function. This paper shows, under some mild condition, that the estimators are strong consistent. Moreover, the parameter estimators are normally distributed, while the nonparametric component achieves the optimal convergence rate. Simulation studies are carried out to investigate the performance of the proposed estimates. For illustration purposes, the method is applied to a real dataset from a study of the calcification of the hydrogel intraocular lenses, a complication of cataract treatment.
