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学者姓名:杜江
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摘要 :
We propose a fully Bayesian estimation approach for partially linear varying coefficient spatial autoregressive models on the basis of B-spline approximations of nonparametric components. A computational efficient MCMC method that combines the Gibbs sampler with Metropolis-Hastings algorithm is implemented to simultaneously obtain the Bayesian estimates of unknown parameters, as well as their standard error estimates. Monte Carlo simulations are used to investigate the finite sample performance of the proposed method. Finally, a real data analysis of Boston housing data is used to illustrate the usefulness of the proposed methodology.
关键词 :
Spatial autoregressive models Spatial autoregressive models B-spline B-spline Bayesian estimate Bayesian estimate Gibbs sampler Gibbs sampler Partially linear varying coefficient models Partially linear varying coefficient models
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GB/T 7714 | Tian, Ruiqin , Xu, Dengke , Du, Jiang et al. Bayesian estimation for partially linear varying coefficient spatial autoregressive models [J]. | STATISTICS AND ITS INTERFACE , 2022 , 15 (1) : 105-113 . |
MLA | Tian, Ruiqin et al. "Bayesian estimation for partially linear varying coefficient spatial autoregressive models" . | STATISTICS AND ITS INTERFACE 15 . 1 (2022) : 105-113 . |
APA | Tian, Ruiqin , Xu, Dengke , Du, Jiang , Zhang, Junfei . Bayesian estimation for partially linear varying coefficient spatial autoregressive models . | STATISTICS AND ITS INTERFACE , 2022 , 15 (1) , 105-113 . |
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摘要 :
The functional linear quantile regression model is widely used to characterize the relationship between a scalar response and a functional covariate. Most existing research results are based on a correct assumption that the response is related to the functional predictor through a linear model for given quantile levels. This paper focuses on investigating the adequacy check of the functional linear quantile regression model. We propose a nonparametric U-process test statistic based on the functional principal component analysis. It is proved that the test statistic follows a normal distribution asymptotically under the null hypothesis and diverges to infinity for any misspecified models. Therefore, the test is consistent against any fixed alternative. Moreover, it is shown that the test has asymptotic power one for the, local alternative hypothetical models converging to the null hypothesis at the rates n(-1/2). The finite sample properties of the test statistic are illustrated through extensive simulation studies. A real data set of 24 hourly measurements of ozone levels in Sacramento, California is analyzed by the proposed test. (C) 2020 Elsevier B.V. All rights reserved.
关键词 :
Quantile regression Quantile regression Hypothesis test Hypothesis test Kernel smoothing Kernel smoothing Functional linear models Functional linear models
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GB/T 7714 | Shi, Gongming , Du, Jiang , Sun, Zhihua et al. Checking the adequacy of functional linear quantile regression model [J]. | JOURNAL OF STATISTICAL PLANNING AND INFERENCE , 2021 , 210 : 64-75 . |
MLA | Shi, Gongming et al. "Checking the adequacy of functional linear quantile regression model" . | JOURNAL OF STATISTICAL PLANNING AND INFERENCE 210 (2021) : 64-75 . |
APA | Shi, Gongming , Du, Jiang , Sun, Zhihua , Zhang, Zhongzhan . Checking the adequacy of functional linear quantile regression model . | JOURNAL OF STATISTICAL PLANNING AND INFERENCE , 2021 , 210 , 64-75 . |
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摘要 :
To mitigate the adverse structural responses, an improved version of the traditional tuned vibration absorber has been proposed based on the shape memory alloy spring, referred as the shape memory alloy-spring tuned vibration absorber. The finite element numerical models of the multi-degree-of-freedom structure (e.g., transmission tower) and shape memory alloy-spring tuned vibration absorber are developed by using the commercial software ANSYS, and the nonlinear behavior of the shape memory alloy spring is validated based on a previous experimental study. The damping mechanism of the shape memory alloy-spring tuned vibration absorber attached to a multi-degree-of-freedom structure under seismic excitations is investigated, and the nonlinear hysteretic behavior of the shape memory alloy spring is also discussed. The results show that the proposed damper has a two-stage damping mechanism, and its control performance is remarkable. Because the coupled system response is sensitive to the amplitude level, the optimal configuration of the shape memory alloy-spring tuned vibration absorber can be obtained by parametric analysis. Particularly, because of the nonlinear target energy transfer and transient resonance capture mechanism, the shape memory alloy-spring tuned vibration absorber exhibits stable control ability under different seismic waves, indicating a good stability in vibration control of a multi-degree-of-freedom system.
关键词 :
transmission tower transmission tower damping mechanism damping mechanism Shape memory alloy spring Shape memory alloy spring hysteretic behavior hysteretic behavior seismic excitation seismic excitation tuned vibration absorber tuned vibration absorber
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GB/T 7714 | Lu, Zheng , Rong, Kunjie , Tian, Li et al. Studies on the damping mechanism of shape memory alloy-spring tuned vibration absorber attached to a multi-degree-of-freedom structure [J]. | JOURNAL OF VIBRATION AND CONTROL , 2021 , 28 (19-20) : 2666-2677 . |
MLA | Lu, Zheng et al. "Studies on the damping mechanism of shape memory alloy-spring tuned vibration absorber attached to a multi-degree-of-freedom structure" . | JOURNAL OF VIBRATION AND CONTROL 28 . 19-20 (2021) : 2666-2677 . |
APA | Lu, Zheng , Rong, Kunjie , Tian, Li , Qiu, Canxing , Du, Jiang . Studies on the damping mechanism of shape memory alloy-spring tuned vibration absorber attached to a multi-degree-of-freedom structure . | JOURNAL OF VIBRATION AND CONTROL , 2021 , 28 (19-20) , 2666-2677 . |
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摘要 :
Logistic mixed-effects models are widely used to study the relationship between the binary response and covariates for longitudinal data analysis, where the random effects are typically assumed to have a fully parametric distribution. As this assumption is likely limited or unreasonable in a multitude of practical researches, a semiparametric Bayesian approach for relaxing it is developed in this paper. In the context of binomial distribution logistic mixed-effects models, a general Bayesian framework is presented in which a semiparametric hierarchical modelling with an approximate truncated Dirichlet process prior distribution is specified for the random effects. The stick-breaking prior and the blocked Gibbs sampler using Polya-Gamma mixture are employed to efficiently sample in the posterior analysis. Besides, a procedure calculating DIC for Bayesian model comparison is addressed. The methodology is demonstrated through simulation studies and a real example.
关键词 :
Polya-Gamma mixture Polya-Gamma mixture Gibbs sampler Gibbs sampler Dirichlet process Dirichlet process Longitudinal binomial data Longitudinal binomial data model comparison model comparison
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GB/T 7714 | Zhao, Yuanying , Xu, Dengke , Duan, Xingde et al. A semiparametric Bayesian approach to binomial distribution logistic mixed-effects models for longitudinal data [J]. | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION , 2021 , 92 (7) : 1438-1456 . |
MLA | Zhao, Yuanying et al. "A semiparametric Bayesian approach to binomial distribution logistic mixed-effects models for longitudinal data" . | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION 92 . 7 (2021) : 1438-1456 . |
APA | Zhao, Yuanying , Xu, Dengke , Duan, Xingde , Du, Jiang . A semiparametric Bayesian approach to binomial distribution logistic mixed-effects models for longitudinal data . | JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION , 2021 , 92 (7) , 1438-1456 . |
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摘要 :
受全球疫情蔓延的影响,世界经济面临着高度的不确定性。作为世界第一大经济体的美国因受疫情的冲击,经济增长受到重大影响。文章选取SPY 500的日收盘价作为研究数据,分别从序列水平和波动性两个角度,进行短期预测和波动性分析。结果显示:ARIMA模型对SPY 500日收盘价的短期预测值与实际值相对误差小,GARCH模型较好地拟合了股票价格,并估计出风险区间,希望能为短期投资者和股票决策者提供一定参考。
关键词 :
条件异方差时间序列 条件异方差时间序列 整合移动平均自回归模型 整合移动平均自回归模型 广义自回归条件异方差模型 广义自回归条件异方差模型
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GB/T 7714 | 许佳琪 , 杜江 , 郑强国 . 关于时间序列预测模型的实证研究--基于美国标准普尔500金融指数 [J]. | 科学大众 , 2020 , (11) : 274-275 . |
MLA | 许佳琪 et al. "关于时间序列预测模型的实证研究--基于美国标准普尔500金融指数" . | 科学大众 11 (2020) : 274-275 . |
APA | 许佳琪 , 杜江 , 郑强国 . 关于时间序列预测模型的实证研究--基于美国标准普尔500金融指数 . | 科学大众 , 2020 , (11) , 274-275 . |
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摘要 :
Variable selection has played a fundamental role in regression analysis. Spatial autoregressive model is a useful tool in econometrics and statistics in which context variable selection is necessary but not adequately investigated. In this paper, we consider conducting variable selection in spatial autoregressive models with a diverging number of parameters. Smoothly clipped absolute deviation penalty is considered to obtain the estimators. Moreover the dimension of the covariates are allowed to vary with sample size. In order to attenuate the bias caused by endogeneity, instrumental variable is adopted in the estimation procedure. The proposed method can do parametric estimation and variable selection simultaneously. Under mild conditions, we establish the asymptotic and oracle property of the proposed estimators. Finally, the performance of the proposed estimation procedure is examined via Monte Carlo simulation studies and a data set from a Boston housing price is analyzed as an illustrative example.
关键词 :
Instrumental variable Instrumental variable Oracle property Oracle property Spatial autoregressive models Spatial autoregressive models Variable selection Variable selection
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GB/T 7714 | Xie, Tianfa , Cao, Ruiyuan , Du, Jiang . Variable selection for spatial autoregressive models with a diverging number of parameters [J]. | STATISTICAL PAPERS , 2020 , 61 (3) : 1125-1145 . |
MLA | Xie, Tianfa et al. "Variable selection for spatial autoregressive models with a diverging number of parameters" . | STATISTICAL PAPERS 61 . 3 (2020) : 1125-1145 . |
APA | Xie, Tianfa , Cao, Ruiyuan , Du, Jiang . Variable selection for spatial autoregressive models with a diverging number of parameters . | STATISTICAL PAPERS , 2020 , 61 (3) , 1125-1145 . |
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摘要 :
In this paper, we propose a flexible single-index partially functional linear regression model, which combines single-index model with functional linear regression model. All the unknown functions are estimated by B-spline approximation. Under some mild conditions, the convergence rates and asymptotic normality of the estimators are obtained. Finally, simulation studies and a real data analysis are conducted to investigate the performance of the proposed methodologies.
关键词 :
B-spline B-spline Functional data analysis Functional data analysis Functional linear regression model Functional linear regression model Single-index model Single-index model
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GB/T 7714 | Yu, Ping , Du, Jiang , Zhang, Zhongzhan . Single-index partially functional linear regression model [J]. | STATISTICAL PAPERS , 2020 , 61 (3) : 1107-1123 . |
MLA | Yu, Ping et al. "Single-index partially functional linear regression model" . | STATISTICAL PAPERS 61 . 3 (2020) : 1107-1123 . |
APA | Yu, Ping , Du, Jiang , Zhang, Zhongzhan . Single-index partially functional linear regression model . | STATISTICAL PAPERS , 2020 , 61 (3) , 1107-1123 . |
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摘要 :
This paper investigates the hypothesis test of the parametric component in partial functional linear quantile regression model in which the dependent variable is related to both a vector of finite length and a function-valued random variable as predictor variables. A quantile rank score test based on functional principal component analysis is developed. Under mild conditions, we establish the consistency of the proposed test statistic, and show that the proposed test can detect Pitman local alternatives converging to the null hypothesis at the usual parametric rate. A simulation study shows that the proposed test procedure has good size and power with finite sample sizes. Finally, an illustrative example is given through fitting the Berkeley growth data and testing the effect of gender on the height of kids.
关键词 :
Functional data analysis Functional data analysis Functional linear quantile regression Functional linear quantile regression Functional principal component analysis Functional principal component analysis Rank score test Rank score test
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GB/T 7714 | Yu, Ping , Du, Jiang , Zhang, Zhongzhan . Testing linearity in partial functional linear quantile regression model based on regression rank scores [J]. | JOURNAL OF THE KOREAN STATISTICAL SOCIETY , 2020 , 50 (1) : 214-232 . |
MLA | Yu, Ping et al. "Testing linearity in partial functional linear quantile regression model based on regression rank scores" . | JOURNAL OF THE KOREAN STATISTICAL SOCIETY 50 . 1 (2020) : 214-232 . |
APA | Yu, Ping , Du, Jiang , Zhang, Zhongzhan . Testing linearity in partial functional linear quantile regression model based on regression rank scores . | JOURNAL OF THE KOREAN STATISTICAL SOCIETY , 2020 , 50 (1) , 214-232 . |
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摘要 :
In real data analysis, practitioners frequently come across the case that a discrete response will be related to both a function-valued random variable and a vector-value random variable as the predictor variables. In this paper, we consider the generalized functional partially linear models (GFPLM). The infinite slope function in the GFPLM is estimated by the principal component basis function approximations. Then, we consider the theoretical properties of the estimator obtained by maximizing the quasi likelihood function. The asymptotic normality of the estimator of the finite dimensional parameter and the rate of convergence of the estimator of the infinite dimensional slope function are established, respectively. We investigate the finite sample properties of the estimation procedure via Monte Carlo simulation studies and a real data analysis.
关键词 :
Loè Loè Karhunen– Karhunen– Functional partially linear model Functional partially linear model ve representation ve representation Generalized linear model Generalized linear model Quasi likelihood Quasi likelihood
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GB/T 7714 | Cao, Ruiyuan , Du, Jiang , Zhou, Jianjun et al. FPCA-based estimation for generalized functional partially linear models [J]. | STATISTICAL PAPERS , 2020 , 61 (6) : 2715-2735 . |
MLA | Cao, Ruiyuan et al. "FPCA-based estimation for generalized functional partially linear models" . | STATISTICAL PAPERS 61 . 6 (2020) : 2715-2735 . |
APA | Cao, Ruiyuan , Du, Jiang , Zhou, Jianjun , Xie, Tianfa . FPCA-based estimation for generalized functional partially linear models . | STATISTICAL PAPERS , 2020 , 61 (6) , 2715-2735 . |
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摘要 :
随着大数据时代的到来,数据分析能力受到各专业领域的重视,以大数据背景下培养和提高研究生数据分析能力作为目标,文章对研究生数理统计类公共课程的改革进行了分析和探讨,从设计教学内容、创新教学模式和改革考核方式等方面提出了改革方案,为培养适应大数据时代发展的创新人才提供参考。
关键词 :
创新能力 创新能力 数据分析能力 数据分析能力 大数据 大数据 课程改革 课程改革 数据科学伦理 数据科学伦理
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GB/T 7714 | 戴君 , 杜江 , 谢俐 et al. 大数据背景下研究生公共课程《数据分析与统计软件》改革探索的思考 [J]. | 高教学刊 , 2019 , (26) : 133-135 . |
MLA | 戴君 et al. "大数据背景下研究生公共课程《数据分析与统计软件》改革探索的思考" . | 高教学刊 26 (2019) : 133-135 . |
APA | 戴君 , 杜江 , 谢俐 , 张忠占 . 大数据背景下研究生公共课程《数据分析与统计软件》改革探索的思考 . | 高教学刊 , 2019 , (26) , 133-135 . |
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