This paper proposes a new weighted quantile regression model for longitudinal data with weights chosen by empirical likelihood(EL). This approach efficiently incorporates the information from the conditional quantile ...This paper proposes a new weighted quantile regression model for longitudinal data with weights chosen by empirical likelihood(EL). This approach efficiently incorporates the information from the conditional quantile restrictions to account for within-subject correlations. The resulted estimate is computationally simple and has good performance under modest or high within-subject correlation. The efficiency gain is quantified theoretically and illustrated via simulation and a real data application.展开更多
The multivariate linear errors-in-variables model when the regressors are missing at random in the sense of Rubin （1976） is considered in this paper. A constrained empirical likelihood confidence region for a parame...The multivariate linear errors-in-variables model when the regressors are missing at random in the sense of Rubin （1976） is considered in this paper. A constrained empirical likelihood confidence region for a parameter β0 in this model is proposed, which is constructed by combining the score function corresponding to the weighted squared orthogonal distance based on inverse probability with a constrained region of β0. It is shown that the empirical log-likelihood ratio at the true parameter converges to the standard chi-square distribution. Simulations show that the coverage rate of the proposed confidence region is closer to the nominal level and the length of confidence interval is narrower than those of the normal approximation of inverse probability weighted adjusted least square estimator in most cases. A real example is studied and the result supports the theory and simulation＇s conclusion.展开更多
为了解决基于霍尔传感器混合动力汽车防抱死系统轮速检测信号容易产生温度漂移干扰的问题,提出了一种利用联合中值均值加权和经验模函数分解估计温度漂移干扰信号的算法.通过联合中值均值加权估计出温度漂移趋势成分后,再对估计温度漂...为了解决基于霍尔传感器混合动力汽车防抱死系统轮速检测信号容易产生温度漂移干扰的问题,提出了一种利用联合中值均值加权和经验模函数分解估计温度漂移干扰信号的算法.通过联合中值均值加权估计出温度漂移趋势成分后,再对估计温度漂移趋势进行自适应固态模函数分解,利用t检验的方法,判断出各阶固态模函数中不属于温度漂移趋势的成分,继而得到温度漂移趋势的精确估计.对比了不同温度漂移干扰下本文算法与形态学滤波算法的噪声修正性能,结果表明,本文算法能够有效剔除温度漂移干扰,平均信噪比提升4 d B以上.展开更多
基金supported by National Natural Science Foundation of China (Grant Nos. 11401048, 11301037, 11571051 and 11201174)the Natural Science Foundation for Young Scientists of Jilin Province of China (Grant Nos. 20150520055JH and 20150520054JH)
文摘This paper proposes a new weighted quantile regression model for longitudinal data with weights chosen by empirical likelihood(EL). This approach efficiently incorporates the information from the conditional quantile restrictions to account for within-subject correlations. The resulted estimate is computationally simple and has good performance under modest or high within-subject correlation. The efficiency gain is quantified theoretically and illustrated via simulation and a real data application.
基金supported by the Natural Science Foundation of China under Grant Nos.10771017 and 11071022Key Project of MOE,PRC under Grant No.309007
文摘The multivariate linear errors-in-variables model when the regressors are missing at random in the sense of Rubin （1976） is considered in this paper. A constrained empirical likelihood confidence region for a parameter β0 in this model is proposed, which is constructed by combining the score function corresponding to the weighted squared orthogonal distance based on inverse probability with a constrained region of β0. It is shown that the empirical log-likelihood ratio at the true parameter converges to the standard chi-square distribution. Simulations show that the coverage rate of the proposed confidence region is closer to the nominal level and the length of confidence interval is narrower than those of the normal approximation of inverse probability weighted adjusted least square estimator in most cases. A real example is studied and the result supports the theory and simulation＇s conclusion.
文摘为了解决基于霍尔传感器混合动力汽车防抱死系统轮速检测信号容易产生温度漂移干扰的问题,提出了一种利用联合中值均值加权和经验模函数分解估计温度漂移干扰信号的算法.通过联合中值均值加权估计出温度漂移趋势成分后,再对估计温度漂移趋势进行自适应固态模函数分解,利用t检验的方法,判断出各阶固态模函数中不属于温度漂移趋势的成分,继而得到温度漂移趋势的精确估计.对比了不同温度漂移干扰下本文算法与形态学滤波算法的噪声修正性能,结果表明,本文算法能够有效剔除温度漂移干扰,平均信噪比提升4 d B以上.
