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Detecting high-dimensional multipartite entanglement via some classes of measurements 被引量:1
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作者 刘璐 高亭 闫凤利 《Chinese Physics B》 SCIE EI CAS CSCD 2018年第2期249-254,共6页
Mutually unbiased bases, mutually unbiased measurements and general symmetric informationally complete measure- ments are three related concepts in quantum information theory. We investigate multipartite systems using... Mutually unbiased bases, mutually unbiased measurements and general symmetric informationally complete measure- ments are three related concepts in quantum information theory. We investigate multipartite systems using these notions and present some criteria detecting entanglement of arbitrary high dimensional multi-qudit systems and multipartite sys- tems of subsystems with different dimensions. It is proved that these criteria can detect the k-nonseparability (k is even) of multipartite qudit systems and arbitrary high dimensional multipartite systems of m subsystems with different dimensions. We show that they are more efficient and wider of application range than the previous ones. They provide experimental implementation in detecting entanglement without full quantum state tomography. 展开更多
关键词 detection of entanglement multipartite quantum states mutually unbiased bases mutually unbi-ased measurements general symmetric informationally complete measurements
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Median Unbiased Estimation of Bivariate Predictive Regression Models with Heavy-tailed or Heteroscedastic Errors
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作者 朱复康 王德辉 《Northeastern Mathematical Journal》 CSCD 2007年第3期263-271,共9页
In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator ... In this paper, we consider median unbiased estimation of bivariate predictive regression models with non-normal, heavy-tailed or heteroscedastic errors. We construct confidence intervals and median unbiased estimator for the parameter of interest. We show that the proposed estimator has better predictive potential than the usual least squares estimator via simulation. An empirical application to finance is given. And a possible extension of the estimation procedure to cointegration models is also described. 展开更多
关键词 bivariate predictive regression model heavy-tailed error median unbi-ased estimation
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