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Strong Consistency of M Estimator in Linear Model for Negatively Associated Samples
Linear model M estimator negatively associated sample strong consistency
2007/8/7
This paper discusses the strong consistency of M estimator of regression parameter in linear model for negatively associated samples. As a result, the author extends Theorem 1 and Theorem 2 of Shancha...
For a general linear model, spherical distributions are often considered when errors do not have normal distribution. Several authors[1-3] studied the least squares and James-Stein estimations for a l...
ADMISSIBILITY AND Г-MINIMAXITY OF LOSSESTIMATORS IN MULTIVARIATE LINEAR MODEL
Admissible loss estimator r-minimax los
2007/8/7
0 are known t \times n and m \times m matrices respectively \bar{B} = (X'G^{-1}X)^- X'G^{-1}y. It is proved that the uniformly minimum risk unbiased estimator of L, \bar{L}_{0} = (tr CV)SX(X'G^{-1}X)^...
STABILITY ROBUSTNESS MEASURES OF LINEAR STATE- SMCE MODELS WITH STRUCTURED PERTURBATIONSCAO Dengqing
2007/8/7
This paper considers the robust stability of state-space models of linear systems subject to real structured perturbations. The "Zero exclusion principle ", which is based on the properties of the Kro...
ON A LINEAR EQUATIONS METHOD OF NONLINEAR POLYNOMIAL EQUATIONS-SOLVING
Equations-solving nonlinear methods cha
2007/8/7
A method for solving nonlinear polynomial equations is given which avoids the appearance of redundant factors as in the previous characteristic set method developed by the present author. The new meth...
This paper is concerned with the L1-norm estimators for the partly linear modelwhere (T_1,X_1, Y_1),…(T_n, X_n, Y_n) are independent random(d +2)-vectors such that K_i is real-valued, X_i is a d-vecto...
The Dantzig/Wolfe linear programming decomposition algorithm has had important economic interpretations as well as a widespread impact on solving large scale linear programming problem. In this paper ...