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Asymptotic Properties of Maximum Quasi-Likelihood Estimators in Generalized Linear Models with Diverging Number of Covariates 被引量:1
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作者 GAO Qibing DU Xiuli +1 位作者 ZHOU Xiuqing XIE Fengchang 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2018年第5期1362-1376,共15页
In this paper, for the generalized linear models (GLMs) with diverging number of covariates, the asymptotic properties of maximum quasi-likelihood estimators (MQLEs) under some regular conditions are developed. Th... In this paper, for the generalized linear models (GLMs) with diverging number of covariates, the asymptotic properties of maximum quasi-likelihood estimators (MQLEs) under some regular conditions are developed. The existence, weak convergence and the rate of convergence and asymptotic normality of linear combination of MQLEs and asymptotic distribution of single linear hypothesis teststatistics are presented. The results are illustrated by Monte-Carlo simulations. 展开更多
关键词 Asymptotic normality diverging dimension generalized linear models linear hypothesis maximum quasi-likelihood estimators.
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Randomly Weighted LAD-Estimation for Partially Linear Errors-in-Variables Models
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作者 Xiaohan YANG Rong JIANG Weimin QIAN 《Chinese Annals of Mathematics,Series B》 SCIE CSCD 2015年第4期561-578,共18页
The authors consider the partially linear model relating a response Y to predictors (x, T) with a mean function x^Tβ0 + g(T) when the x's are measured with an additive error. The estimators of parameter β0 are... The authors consider the partially linear model relating a response Y to predictors (x, T) with a mean function x^Tβ0 + g(T) when the x's are measured with an additive error. The estimators of parameter β0 are derived by using the nearest neighbor-generalized randomly weighted least absolute deviation (LAD for short) method. The resulting estimator of the unknown vector 30 is shown to be consistent and asymptotically normal. In addition, the results facilitate the construction of confidence regions and the hypothesis testing for the unknown parameters. Extensive simulations are reported, showing that the proposed method works well in practical settings. The proposed methods are also applied to a data set from the study of an AIDS clinical trial group. 展开更多
关键词 Partially linear errors-in-variables LAD-estimation Randomly weighted method linear hypothesis Randomly weighted LAD-test
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Abnormality monitoring model of cracks in concrete dams 被引量:9
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作者 BAO TengFei QIN Dong +1 位作者 ZHOU XiWu WU GuiFen 《Science China(Technological Sciences)》 SCIE EI CAS 2011年第7期1914-1922,共9页
The abnormality monitoring model (AMM) of cracks in concrete dams is established through integrating safety monitoring theories with abnormality diagnosis methods of cracks. In addition, emphasis is placed on the infl... The abnormality monitoring model (AMM) of cracks in concrete dams is established through integrating safety monitoring theories with abnormality diagnosis methods of cracks. In addition, emphasis is placed on the influence of crack depth on crack mouth opening displacement (CMOD). A linear hypothesis is proposed for the propagation process of cracks in concrete based on the fictitious crack model (FCM). Abnormality points are detected through testing methods of dynamical structure mutation and statistical model mutation. The solution of AMM is transformed into a global optimization problem, which is solved by the particle swarm optimization (PSO) method. Therefore, the AMM of cracks in concrete dams is established and solved completely. In the end of the paper, the proposed model is validated by a typical crack at the 105 m elevation of a concrete gravity arch dam. 展开更多
关键词 concrete dam cracks abnormality monitoring model a linear hypothesis abnormality diagnosis particle swarm optimization method
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