国家自然科学基金(10871036)

作品数：3被引量：7H指数：1
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相关作者：胡江史晓磊胡果荣更多>>
相关机构：东北师范大学更多>>
相关期刊：《Science China Mathematics》《Acta Mathematica Sinica,English Series》《东北师大学报（自然科学版）》更多>>
相关主题：ARAR大维随机矩阵ESTIMATES更多>>
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Rounded Data Analysis Based on Multi-Layer Ranked Set Sampling
《Acta Mathematica Sinica,English Series》2011年第12期2507-2518,共12页Wei Ming LI Zhi Dong BAI 
The second author is supported by National Natural Science Foundation of China （Grant No. 10871036）
Observations of sampling are often subject to rounding, but are modeled as though they were unrounded. This paper examines the impact of rounding errors on parameter estimation with multi-layer ranked set sampling. It...
关键词：Rounding error multi-layer ranked set sampling work likelihood method 
大维AR(1)模型样本协方差阵的极限谱密度被引量：6
《东北师大学报（自然科学版）》2010年第2期1-6,共6页胡江 胡果荣 史晓磊 
国家自然科学基金资助项目(10871036)
令Xn=(Xjk)1≤j≤p,1≤k≤n,X1,…,Xn是Xn的n个相互独立的列向量,并且Xk=(X1k,X2k,…,Xnk)′服从AR(1)模型,具体给出了当p→∞,n→∞,且p/n→y时,样本协方差阵Sn=1/n∑nk=1XkX′k的极限谱密度.
关键词：随机矩阵 AR(1) 极限谱密度 
Revisit of Sheppard corrections in linear regression被引量：1
《Science China Mathematics》2010年第6期1435-1451,共17页LIU TianQing1,ZHANG BaoXue1,HU GuoRong1 & BAI ZhiDong1,2,1Key Laboratory for Applied Statistics of MOE and School of Mathematics and Statistics,Northeast Normal University,Changchun 130024,China 2Department of Statistics and Applied Probability,National University of Singapore,Singapore 117543,Singapore 
supported by National Natural Science Foundation of China (Grant No.10871037);Program for New Century Excellent Talents in University(Grant No.NCET-09-0284);supported by National Natural Science Foundation of China (Grant No.10871036);the NUS Grant (Grant No.R-155-000-079-112)
Dempster and Rubin(D&R) in their JRSSB paper considered the statistical error caused by data rounding in a linear regression model and compared the Sheppard correction,BRB correction and the ordinary LSE by simulation...
关键词：ASYMPTOTIC NORMALITY consistency linear regression model rounded data TWO-STAGE ESTIMATES 
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