查看更多>>摘要：The theory of uniform design has received increasing interest because of its wide application in the field of computer experiments.The generalized discrete discrepancy is proposed to evaluate the uniformity of the mixed-level factorial design.In this paper,the authors give a lower bound of the generalized discrete discrepancy and provide some construction methods of optimal mixed-level uniform designs which can achieve this lower bound.These methods are all deterministic construction methods which can avoid the complexity of stochastic algorithms.Both saturated mixed-level uniform designs and supersaturated mixed-level uniform designs can be obtained with these methods.Moreover,the resulting designs are also x2-optimal and minimum moment aberration designs.
查看更多>>摘要：Prediction plays an important role in data analysis.Model averaging method generally provides better prediction than using any of its components.Even though model averaging has been extensively investigated under independent errors,few authors have considered model averaging for semiparametric models with correlated errors.In this paper,the authors offer an optimal model averaging method to improve the prediction in partially linear model for longitudinal data.The model averaging weights are obtained by minimizing criterion,which is an unbiased estimator of the expected in-sample squared error loss plus a constant.Asymptotic properties,including asymptotic optimality and consistency of averaging weights,are established under two scenarios:(ⅰ)All candidate models are misspecified;(ⅱ)Correct models are available in the candidate set.Simulation studies and an empirical example show that the promise of the proposed procedure over other competitive methods.
查看更多>>摘要：In this paper,the authors study a class of weighted version of probability density estimator.It is shown that the weighted estimator contains some existing estimators of probability density,no matter they are recursive or non-recursive.Some statistical results including weak consistency,strong consistency,rate of strong consistency,and asymptotic normality are established under some mild conditions.Moreover,the random weighted estimator is also investigated.Some numerical simulations and a real data analysis are presented to study the numerical performances of the estimators.
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