LIMITING BEHAVIOR OF RECURSIVE M-ESTIMATORS IN MULTIVARIATE LINEAR REGRESSION MODELS AND THEIR ASYMPTOTIC EFFICIENCIES

Recursive algorithms are very useful for computing M-estimators of regression coefficients and scatter parameters. In this article, it is shown that for a nondecreasing ul （t）, under some mild conditions the recursive M-estimators of regression coefficients and scatter parameters are strongly consistent and the recursive M-estimator of the regression coefficients is also asymptotically normal distributed. Furthermore, optimal recursive M-estimators, asymptotic efficiencies of recursive M-estimators and asymptotic relative efficiencies between recursive M-estimators of regression coefficients are studied.

RELATIVE ASYMPTOTICS FOR ORTHOGONAL MATRIX POLYNOMIALS WITH RESPECT TO A PERTURBED MATRIX MEASURE ON THE UNIT CIRCLE

Given a positive definite matrix measure Ω supported on the unit circle T, then main purpose of this paper is to study the asymptotic behavior of L n()L n(Ω) -1 and Φ n(z;)Φ n(z;Ω) -1 where(z)=Ω(z)+Mδ(z-w); |w|>1,M is a positive definite matrix and δ is the Dirac matrix measure. Here, L n(·) means the leading coefficient of the orthonormal matrix polynomials Φ n(z;·). Finally, we deduce the asymptotic behavior of Φ n(w;)Φ n(w;Ω)* in the case when M=I.

ON BAHADUR-TYPE ASYMPTOTIC EFFICIENCY OF POINT ESTIMATORS UNDER IRREGULAR TRUNCATED DISTRIBUTION FAMILY

In this paper, the optimal convergence rates of point estimators have been found under the irregular truncated distribution family, and corresponding Bahadurtype asymptotic efficiencies have been established. It has beed justified that commonly used estimators are all efficient in this sense.

Asymptotic Consistency of the James-Stein Shrinkage Estimator

The study explores the asymptotic consistency of the James-Stein shrinkage estimator obtained by shrinking a maximum likelihood estimator. We use Hansen’s approach to show that the James-Stein shrinkage estimator converges asymptotically to some multivariate normal distribution with shrinkage effect values. We establish that the rate of convergence is of order and rate , hence the James-Stein shrinkage estimator is -consistent. Then visualise its consistency by studying the asymptotic behaviour using simulating plots in R for the mean squared error of the maximum likelihood estimator and the shrinkage estimator. The latter graphically shows lower mean squared error as compared to that of the maximum likelihood estimator.

Application of a mixed DEA model to evaluate relative efficiency validity

Data envelopment analysis(DEA) model is widely used to evaluate the relative efficiency of producers. It is a kind of objective decision method with multiple indexes. However, the two basic models frequently used at present, the C2R model and the C2GS2 model have limitations when used alone,resulting in evaluations that are often unsatisfactory. In order to solve this problem, a mixed DEA model is built and is used to evaluate the validity of the business efficiency of listed companies. An explanation of how to use this mixed DEA model is offered and its feasibility is verified.

Numerical simulation of four-wave mixing efficiency and its induced relative intensity noise

Four-wave mixing, as well as its induced intensity noise, is harmful to wavelength division multiplexing systems. The efficiency and the relative intensity noise of four-wave mixing are numerically simulated for the two-wave and the three-wave fiber transmissions. It is found that the efficiency decreases with the increase of both the frequency spacing and the fiber length, which can be explained using the quasi-phase-matching condition. Furthermore, the relative intensity noise decreases with the increase of frequency spacing, while it increases with the increase of fiber length, which is due to the considerable power loss of the pump light. This investigation presents a good reference for the practical application of wavelength division multiplexing systems.

The Limiting Distribution of the MLE for the Location Parameters in Nonregular Translation Distributions and Its Asymptotic Efficiency

In this paper, we consider the location model Y = θ + 6, where θ is an unknown parameter, and e is the error belonging to the interval [a,b]. We assume that θhas the following density function: Then we give the limiting distribution of MLE θn for 1 < min(α,β) < 2 and consider the Bahadur asymptotic estimator. Since the results depend only on α,β,C1,C2 and are independent of the concrete form of f(x), they have adaptability.

Asymptotic Efficiency of the Maximum Likelihood Estimator for the Box-Cox Transformation Model with Heteroscedastic Disturbances

This paper considers the asymptotic efficiency of the maximum likelihood estimator (MLE) for the Box-Cox transformation model with heteroscedastic disturbances. The MLE under the normality assumption (BC MLE) is a consistent and asymptotically efficient estimator if the “small ” condition is satisfied and the number of parameters is finite. However, the BC MLE cannot be asymptotically efficient and its rate of convergence is slower than ordinal order when the number of parameters goes to infinity. Anew consistent estimator of order is proposed. One important implication of this study is that estimation methods should be carefully chosen when the model contains many parameters in actual empirical studies.

A new relative efficiency in parameter estimation for linear model

A new relative efficiency of parameter estimation for generalized Gauss-Markov linear model was proposed. Its lower bound was also derived. Its properties were explored in comparison with three currently very popular relative efficiencies. The new relative efficiency not only reflects sensitively the error and loss caused by the substitution of the least square estimator for the best linear unbiased estimator, but also overcomes the disadvantage of weak dependence on the design matrix.

The Relative Efficiency of the Conditional Root Square Estimation of Parameter in Inhomogeneous Equality Restricted Linear Model

This paper made a discuss on the relative efficiency of the generalized conditional root square estimation and the specific conditional root square estimation in paper [1,2] in inhomogeneous equality restricted linear model. It is shown that the generalized conditional root squares estimation has not smaller the relative efficiency than the specific conditional root square estimation, by a constraint condition in root squares parameter, we compare bounds of them, thus, choose appropriate squares parameter, the generalized conditional root square estimation has the good performance on mean squares error.

Comparison of Two Sample Tests Using Both Relative Efficiency and Power of Test

This paper, comparison of two sample tests, is motivated by the fact that in the test of significant difference between two independent samples, numerous methods can be adopted;each may lead to significant different results;this implies that wrong choice of test statistic could lead to erroneous conclusion. To prevent misleading information, there is a need for proper investigation of some selected methods for test of significant difference between variables/subjects most especially, independent samples. The paper examines the efficiency and sensitivity of four test statistics to ascertain which test performs better. Based on the results, the relative efficiency favours median test as being more efficient than modified median test for both symmetric and asymmetric distributions. In terms of power of test, median test is more sensitive than Modified Median (MMED) test since it has higher power irrespective of the sample sizes for both symmetric and asymmetric distribution. In terms of relative efficiency for asymmetric distribution Modified Mann-Whitney U test is more efficient than Mann-Whitney U test (MMWU), and then for symmetric distribution, Mann-Whitney U test (MMWU) is more efficient than Modified Mann-Whitney in sample size of 5;but for other sample sizes considered Modified Mann-Whitney U test (MMWU) is better than Mann-Whitney. Using power of test for both symmetric and asymmetric distributions, Mann-Whitney is more sensitive than Modified Mann-Whitney U test (MMWU) because it has higher power.

Relative Efficiencies of Optimal Designs in Four Dimensions Constructed Using Balanced Incomplete Block Designs

Experimentally, the best design gives estimates of the desired effects and contrasts with maximum precision. Efficiency as a discriminating factor enables comparison of designs. The goal of Response Surface Methodology (RSM) is the determination of the best settings of the in-put variables for a maximum (or a minimum) response within a region of interest, R. This calls for fitting a model that adequately represents the mean response since such a model, is then used to locate the optimum. D-, A-, E- and T-Optimal designs of a rotatable design of degree two in four dimensions constructed using balanced incomplete block designs (BIBD) when the number of replications is less than three times the number of pairs of treatments occur together in the design and their relative efficiencies to general designs are presented. D-optimal design had 88 runs after replicating the factorial part twice and the axial part thrice with an optimal variance of 0.6965612 giving an efficiency of 97.7% while for A- and T-optimal designs they are formed with 112 runs each obtained by replicating the factorial part two times and axial part six times. Their optimal variances are 0.05798174 and 1.29828 respectively, with efficiency of 71.8% for A-optimal and 87.5% for T-optimal design. E-optimal design was found to be the most efficient design with an only 32 runs comprising only of the factorial part and with an optimal variance of 0.4182000, attaining an efficiency of approximately 1%. This study proposes the adoption of the E-optimal design in estimating the parameters of a rotatable second-order degree model constructed using BIBD for less costs and time saving.

Photosynthetic Light Utilization Efficiency, Water Relations and Leaf Growth of C3 and CAM Tropical Orchids under Natural Conditions

Native orchid species of Singapore in their natural conditions experience stress from high irradiance, high temperatures and periods of extended low rainfall, which impact orchid plant physiology and lead to reduced growth and productivity. In this study, it was found that there was a reduction in photochemical efficiency of photosystem II (PSII) in 6 native orchid species under high light (HL) and Bulbophyllum membranaceum under low light (LL). There was chronic photoinhibition in these 6 orchid species over a period of 3 months after transplanting onto the tree trunks without watering and fertilization, especially in Coelogynes mayeriana and Bulbophyllum membranaceum under both HL and LL. This chronic photoinhibition caused by sustained period of water deficit in their natural conditions was later reversed by natural re-watering conditions from higher rainfall. These results indicate that water deficit has a greater impact on photosynthetic light utilization efficiency than excess light. The present study also showed that after natural rewatering, relative water content (RWC) of leaves and pseudobulbs generally increased. During the natural re-watering, total leaf area also gradually increased and reached maximum expansion after 7 weeks under both HL and LL, with some exceptions due to leaf abscission or decline in total leaf area, possibly a strategy for water conservation.

On Asymptotic Properties of AIC Variants with Applications

In statistical modeling, the investigator is frequently confronted with the problem of selecting an appropriate model from a general class of candidate models. In recent years, various model selection procedures that can be used for the selection of the best possible model have been proposed. The AIC criterion [1] is considered the most popular tool for model selection although many competitors have been introduced over the years. One of the main drawbacks of AIC is its tendency to favor high dimensional models namely to overestimate the true model. A second issue that needs the attention of the investigator is the presence of outlying observations in the data set the inclusion of which in the statistical analysis may lead to erroneous results. In this work we propose AIC variants to handle the above weaknesses. Furthermore the asymptotic properties of the proposed criteria are investigated and a number of applications are discussed.

Asymptotic Comparison of Method of Moments Estimators and Maximum Likelihood Estimators of Parameters in Zero-Inflated Poisson Model

This paper discusses the estimation of parameters in the zero-inflated Poisson (ZIP) model by the method of moments. The method of moments estimators (MMEs) are analytically compared with the maximum likelihood estimators (MLEs). The results of a modest simulation study are presented.

Adjoint Method-Based Algorithm for Calculating the Relative Dispersion Ratio in a Hydrodynamic System

Relative dispersion ratio(RDR)can be used to quantify the deviation behavior of a water parcel’s trajectory caused by a disturbance in a hydrodynamic system.It can be calculated by using a standard method for determining relative dispersion(RD),which accounts for the growth of the deviation of a cluster of particles from a specific initial time.However,the standard method for computing RD is time consuming.It involves numerous computations on tracing many water parcels.In this study,a new method based on the adjoint method is proposed to acquire a series of RDR fields in one round of tracing.Through this method,the continuous variation in the RDR corresponding to a time series of the disturbance time t can be obtained.The consistency and efficiency of the new method are compared with those of the standard method by applying it to a double-gyre flow and an unsteady Arnold-Beltrami-Childress flow field.Results show that the two methods have good consistency in a finite time span.The new method has a notable speedup for evaluating the RDR at multiple t.

Estimation of Distribution Function Based on Presmoothed Relative-Risk Function

In this article, the lifetime data subjecting to right random censoring is considered. Nonparametric estimation of the distribution function based on the conception of presmoothed estimation of relative-risk function and the properties of the estimator by using methods of numerical modeling are discussed. In the model under consideration, the estimates were compared using numerical methods to determine which of the estimates is actually better.

Classification Study on Relative Permeability Curves

The classification method of relative permeability curves is rarely reported, when relative permeability curves are applied;if the multiple relative permeability curves are normalized directly, but not classified, the calculated result maybe cause a large error. For example, the relationship curve between oil displacement efficiency and water cut, which derived from the relative permeability curve in LD oilfield is uncertain in the shape of low water cut stage. If being directly normalized, the result of the interpretation of the water flooded zone is very high. In this study, two problems were solved: 1) The mathematical equation of the relationship between oil displacement efficiency and water cut was deduced, and repaired the lost data of oil displacement efficiency and water cut curve, which solve the problem of uncertain curve shape. After analysis, the reason why the curve is not available is that relative permeability curves are not classified and optimized;2) Two kinds of classification and evaluation methods of relative permeability curve were put forward, the direct evaluation method and the analogy method;it can get the typical relative permeability curve by identifying abnormal curve.

Pursuing Independent,Just,Prompt and Efficient ForeignRelated Arbitration—Interview with CIETAC Vice-Chairman Li Yong

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Potassium accumulation and translocation a mongrice genotypes in relation to internal potassium use efficiency(IKUE)

Abiotie stresses including potassium deficiency are limitingfactors for increasing rice yield.Nine rice genotypes(Oryza Sativa L.,indica)differing in sensitivity to low Kstress selected from 200 volume-solution screening wereused in this study to examine accumulation and transloca-tion ofK.The powdery-muddy paddy soil tested contained 30.6mg·kgavailable K(1 N NHAcO extracted),1.92%