In present paper, we derive the quasi-least squares estimation(QLSE) and approximate maximum likelihood estimation(AMLE) for the Birnbaum-Saunders fatigue life distribution under multiply Type-Ⅱcensoring. Furthermore...In present paper, we derive the quasi-least squares estimation(QLSE) and approximate maximum likelihood estimation(AMLE) for the Birnbaum-Saunders fatigue life distribution under multiply Type-Ⅱcensoring. Furthermore, we get the variance and covariance of the approximate maximum likelihood estimation.展开更多
This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be ...This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation (MLE) and compound moment estimation (CME), probability-weighted moment estimation (PWME) is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors (MSE) of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels.展开更多
A multilayer recurrent fuzzy neural network(MRFNN)is proposed for accurate dynamic system modeling.The proposed MRFNN has six layers combined with T-S fuzzy model.The recurrent structures are formed by local feedback ...A multilayer recurrent fuzzy neural network(MRFNN)is proposed for accurate dynamic system modeling.The proposed MRFNN has six layers combined with T-S fuzzy model.The recurrent structures are formed by local feedback connections in the membership layer and the rule layer.With these feedbacks,the fuzzy sets are time-varying and the temporal problem of dynamic system can be solved well.The parameters of MRFNN are learned by chaotic search(CS)and least square estimation(LSE)simultaneously,where CS is for tuning the premise parameters and LSE is for updating the consequent coefficients accordingly.Results of simulations show the proposed approach is effective for dynamic system modeling with high accuracy.展开更多
Phenotypic and genetic parameters for growth-related traits in the half-smooth tongue sole, Cynoglossus semilaevis, were estimated in 22 full-sib families produced by normal and neo-male breeding stocks. As phenotypic...Phenotypic and genetic parameters for growth-related traits in the half-smooth tongue sole, Cynoglossus semilaevis, were estimated in 22 full-sib families produced by normal and neo-male breeding stocks. As phenotypic males with female genotypes, neo-males are harmful in C. semilaevis aquaculture because they reduce overall production. The present study evaluated the difference in the growth-related traits: total length (TL), body weight (BW) and square root of body weight (SQ_BW) at the age of 570 days between normal and neo-male offspring (neo-males used as male parents). The difference in the proportion of females between normal and neo-male offspring was also assessed. Based on the linear mixed model, restricted maximum likelihood (REML) and best linear unbiased prediction (BLUP) were used to estimate various (co)variance components and estimated breeding values (EBVs) of growth-related traits. As a result, all the mean values of the three studied traits were significantly larger in normal offspring than in neo-male offspring. Additionally, the female proportion was significantly larger in normal offspring than in neo-male offspring. Heritability was 0.128+0.066 2 for TL, 0.128-4-0.065 5 for BW and 0.132~0.062 9 for SQBW, all of which were low level heritabilities. The correlation coefficients of EBVs and phenotypic values of the target traits were 0.516 for TL, 0.524 for BW and 0.506 for SQ_BW, all of which were highly significant (P〈0.01). Genetic correlations among TL, BW and SQ_BW were positive high (0.921-0.969) and higher than those of phenotype (0.711-0.748), both of which had low standard errors (0.063-0.123 for genotype, and 0.010-0.018 for phenotype). Compared with normal offspring, neo-male offspring have lower breeding values for each studied trait through EBVs comparison. Therefore, neo-male offspring should not be used as broodstock in a C. semilaevis breeding programs.展开更多
In this paper, the authors focus on valuation standards as a result of the mandatory effect of the implementation of International Financial Reporting Standards (IFRS), and more precisely on the context of fair valu...In this paper, the authors focus on valuation standards as a result of the mandatory effect of the implementation of International Financial Reporting Standards (IFRS), and more precisely on the context of fair value. The paper assesses the impact concentrate on the IFRS adopter countries and at the same time on the Business Valuation Standards (BVS), because they provide consistence and comparability, in time and in space, to the valuation even different implementation levels of the accounting information system (AIS). The results corroborate that rules and practices are not sufficient conditions to create a widespread accounting language, and international institutional standards play an essential role in framing financial reporting characteristics, in order to assist financial analysts and accountants to implement the accounting system and strategies, as well as, on firms to adopt the best valuation practices on their disclosures. Also, the authors recommend that the International Accounting Standards Board [IASB], the Securities and Exchange Commission [SEC], the European Commission [EC] and valuation agencies should now devote their efforts to harmonizing valuation standards rather than harmonizing accounting standards.展开更多
In this paper, we consider the following semipaxametric regression model under fixed design: yi = xi′β+g(xi)+ei. The estimators of β, g(·) and σ^2 axe obtained by using the least squares and usual nonp...In this paper, we consider the following semipaxametric regression model under fixed design: yi = xi′β+g(xi)+ei. The estimators of β, g(·) and σ^2 axe obtained by using the least squares and usual nonparametric weight function method and their strong consistency is proved under the suitable conditions.展开更多
We present a scheme for probabilistically teleporting an arbitrary unknown two-qubit state through a quantum channel made up of two nonidentical non-maximally entangled states. In this scheme, the probabilistic telepo...We present a scheme for probabilistically teleporting an arbitrary unknown two-qubit state through a quantum channel made up of two nonidentical non-maximally entangled states. In this scheme, the probabilistic teleportation is realized by using a proper positive operator-valued measure instead of usual projective measurement.展开更多
This paper is concerned with the optimal and suboptimal deconvolution problems for discrete-time systems with random delayed observations. When the random delay is known online, i.e., time stamped, the random delayed ...This paper is concerned with the optimal and suboptimal deconvolution problems for discrete-time systems with random delayed observations. When the random delay is known online, i.e., time stamped, the random delayed system is reconstructed as an equivalent delay-free one by using measurement reorganization technique, and then an optimal input white noise estimator is presented based on the stochastic Kahnan filtering theory. However, tb_e optimal white-noise estimator is timevarying, stochastic, and doesn't converge to a steady state in general. Then an alternative suboptimal input white-noise estimator with deterministic gains is developed under a new criteria. The estimator gain and its respective error covariance-matrix information are derived based on a new suboptimal state estimator. It can be shown that the suboptimal input white-noise estimator converges to a steady-state one under appropriate assumptions.展开更多
In this paper, the Bayes estimator and the parametric empirical Bayes estimator(PEBE) of mean vector in multivariate normal distribution are obtained. The superiority of the PEBE over the minimum variance unbiased est...In this paper, the Bayes estimator and the parametric empirical Bayes estimator(PEBE) of mean vector in multivariate normal distribution are obtained. The superiority of the PEBE over the minimum variance unbiased estimator(MVUE) and a revised James-Stein estimators(RJSE) are investigated respectively under mean square error(MSE) criterion. Extensive simulations are conducted to show that performance of the PEBE is optimal among these three estimators under the MSE criterion.展开更多
基金Supported by the NSF of China(69971016)Supported by the Shanghai Higher Learning Science and Technology Development Foundation(04DB24)
文摘In present paper, we derive the quasi-least squares estimation(QLSE) and approximate maximum likelihood estimation(AMLE) for the Birnbaum-Saunders fatigue life distribution under multiply Type-Ⅱcensoring. Furthermore, we get the variance and covariance of the approximate maximum likelihood estimation.
基金National Natural Science Foundation of China (No.70573077)
文摘This paper puts forward a Poisson-generalized Pareto (Poisson-GP) distribution. This new form of compound extreme value distribution expands the existing application of compound extreme value distribution, and can be applied to predicting financial risk, large insurance settlement and high-grade earthquake, etc. Compared with the maximum likelihood estimation (MLE) and compound moment estimation (CME), probability-weighted moment estimation (PWME) is used to estimate the parameters of the distribution function. The specific formulas are presented. Through Monte Carlo simulation with sample sizes 10, 20, 50, 100, 1 000, it is concluded that PWME is an efficient method and it behaves steadily. The mean square errors (MSE) of estimators by PWME are much smaller than those of estimators by CME, and there is no significant difference between PWME and MLE. Finally, an example of foreign exchange rate is given. For Dollar/Pound exchange rates from 1990-01-02 to 2006-12-29, this paper formulates the distribution function of the largest loss among the investment losses exceeding a certain threshold by Poisson-GP compound extreme value distribution, and obtains predictive values at different confidence levels.
文摘A multilayer recurrent fuzzy neural network(MRFNN)is proposed for accurate dynamic system modeling.The proposed MRFNN has six layers combined with T-S fuzzy model.The recurrent structures are formed by local feedback connections in the membership layer and the rule layer.With these feedbacks,the fuzzy sets are time-varying and the temporal problem of dynamic system can be solved well.The parameters of MRFNN are learned by chaotic search(CS)and least square estimation(LSE)simultaneously,where CS is for tuning the premise parameters and LSE is for updating the consequent coefficients accordingly.Results of simulations show the proposed approach is effective for dynamic system modeling with high accuracy.
基金Supported by the National High Technology Research and Development Program of China(863 Program)(No.2012AA10A403-2)the Taishan Scholar Project of Shandong Province of China
文摘Phenotypic and genetic parameters for growth-related traits in the half-smooth tongue sole, Cynoglossus semilaevis, were estimated in 22 full-sib families produced by normal and neo-male breeding stocks. As phenotypic males with female genotypes, neo-males are harmful in C. semilaevis aquaculture because they reduce overall production. The present study evaluated the difference in the growth-related traits: total length (TL), body weight (BW) and square root of body weight (SQ_BW) at the age of 570 days between normal and neo-male offspring (neo-males used as male parents). The difference in the proportion of females between normal and neo-male offspring was also assessed. Based on the linear mixed model, restricted maximum likelihood (REML) and best linear unbiased prediction (BLUP) were used to estimate various (co)variance components and estimated breeding values (EBVs) of growth-related traits. As a result, all the mean values of the three studied traits were significantly larger in normal offspring than in neo-male offspring. Additionally, the female proportion was significantly larger in normal offspring than in neo-male offspring. Heritability was 0.128+0.066 2 for TL, 0.128-4-0.065 5 for BW and 0.132~0.062 9 for SQBW, all of which were low level heritabilities. The correlation coefficients of EBVs and phenotypic values of the target traits were 0.516 for TL, 0.524 for BW and 0.506 for SQ_BW, all of which were highly significant (P〈0.01). Genetic correlations among TL, BW and SQ_BW were positive high (0.921-0.969) and higher than those of phenotype (0.711-0.748), both of which had low standard errors (0.063-0.123 for genotype, and 0.010-0.018 for phenotype). Compared with normal offspring, neo-male offspring have lower breeding values for each studied trait through EBVs comparison. Therefore, neo-male offspring should not be used as broodstock in a C. semilaevis breeding programs.
文摘In this paper, the authors focus on valuation standards as a result of the mandatory effect of the implementation of International Financial Reporting Standards (IFRS), and more precisely on the context of fair value. The paper assesses the impact concentrate on the IFRS adopter countries and at the same time on the Business Valuation Standards (BVS), because they provide consistence and comparability, in time and in space, to the valuation even different implementation levels of the accounting information system (AIS). The results corroborate that rules and practices are not sufficient conditions to create a widespread accounting language, and international institutional standards play an essential role in framing financial reporting characteristics, in order to assist financial analysts and accountants to implement the accounting system and strategies, as well as, on firms to adopt the best valuation practices on their disclosures. Also, the authors recommend that the International Accounting Standards Board [IASB], the Securities and Exchange Commission [SEC], the European Commission [EC] and valuation agencies should now devote their efforts to harmonizing valuation standards rather than harmonizing accounting standards.
基金Supported by the National Natural Science Foundation of China(10571008)Supported by the Natural Science Foundation of Henan(0511013300)Supported by the National Science Foundation of Henan Education Department(2006110012)
文摘In this paper, we consider the following semipaxametric regression model under fixed design: yi = xi′β+g(xi)+ei. The estimators of β, g(·) and σ^2 axe obtained by using the least squares and usual nonparametric weight function method and their strong consistency is proved under the suitable conditions.
基金The project supported by National Natural Science Foundation of China under Grant No. 10304022,the Science-Technology Fund of Anhui Province for 0utstanding Youth under Grant No. 06042087, the General Fund of the Educational Committee of Anhui Province under Grant No. 2006KJ260B, the Key Fund of the Ministry of Education of China under Grant No. 206063. We are very grateful to Prof. Zhan-Jun Zhang for his detailed instructions and helps.
文摘We present a scheme for probabilistically teleporting an arbitrary unknown two-qubit state through a quantum channel made up of two nonidentical non-maximally entangled states. In this scheme, the probabilistic teleportation is realized by using a proper positive operator-valued measure instead of usual projective measurement.
基金supported by the National Nature Science Foundation of China under Grant Nos.61104050,61203029the Natural Science Foundation of Shandong Province under Grant No.ZR2011FQ020+2 种基金the Scientific Research Foundation for Outstanding Young Scientists of Shandong Province under Grant No.BS2013DX008the Graduate Education Innovation Project of Shandong Province under Grant No.SDYC12006the Ph.D.Foundation Program of University of Jinan under Grant No.XBS1044
文摘This paper is concerned with the optimal and suboptimal deconvolution problems for discrete-time systems with random delayed observations. When the random delay is known online, i.e., time stamped, the random delayed system is reconstructed as an equivalent delay-free one by using measurement reorganization technique, and then an optimal input white noise estimator is presented based on the stochastic Kahnan filtering theory. However, tb_e optimal white-noise estimator is timevarying, stochastic, and doesn't converge to a steady state in general. Then an alternative suboptimal input white-noise estimator with deterministic gains is developed under a new criteria. The estimator gain and its respective error covariance-matrix information are derived based on a new suboptimal state estimator. It can be shown that the suboptimal input white-noise estimator converges to a steady-state one under appropriate assumptions.
基金supported by National Natural Science Foundation of China(Grant Nos.11201452 and 11271346)the Specialized Research Fund for the Doctoral Program of Higher Education of China(Grant No.20123402120017)the Fundamental Research Funds for the Central Universities(Grant No.WK0010000052)
文摘In this paper, the Bayes estimator and the parametric empirical Bayes estimator(PEBE) of mean vector in multivariate normal distribution are obtained. The superiority of the PEBE over the minimum variance unbiased estimator(MVUE) and a revised James-Stein estimators(RJSE) are investigated respectively under mean square error(MSE) criterion. Extensive simulations are conducted to show that performance of the PEBE is optimal among these three estimators under the MSE criterion.