Concentration behavior of the penalized least squares estimator

Consider the standard nonparametric regression model and take as estimator the penalized least squares function. In this article, we study the trade‐off between closeness to the true function and complexity penalization of the estimator, where complexity is described by a seminorm on a class of functions. First, we present an exponential concentration inequality revealing the concentration behavior of the trade‐off of the penalized least squares estimator around a nonrandom quantity, where such quantity depends on the problem under consideration. Then, under some conditions and for the proper choice of the tuning parameter, we obtain bounds for this nonrandom quantity. We illustrate our results with some examples that include the smoothing splines estimator.     

Consistent estimation in the bilinear multivariate errors-in-variables model

A bilinear multivariate errors-in-variables model is considered. It corresponds to an overdetermined set of linear equations AXB=C, A∈ℝ^m×n, B∈ℝ^p×q, in which the data A, B, C are perturbed by errors. The total least squares estimator is inconsistent in this case.  An adjusted least squares estimator is constructed, which converges to the true value X, as m →∞, q →∞. A small sample modification of the estimator is presented, which is more stable for small m and q and is asymptotically equivalent to the adjusted least squares estimator. The theoretical results are confirmed by a simulation study. Acknowledgements. We thank two anonymous reviewers for their suggestions and corrections.? A. Kukush is supported by a postdoctoral research fellowship of the Belgian office for Scientific, Technical and Cultural Affairs, promoting Scientific and Technical Collaboration with Central and Eastern Europe.? S. Van Huffel is a full professor with the Katholieke Universiteit Leuven.? I. Markovsky is a research assistant with the Katholieke Universiteit Leuven.? This paper presents research results of the Belgian Programme on Interuniversity Poles of Attraction (IUAP V-22), initiated by the Belgian State, Prime Minister's Office – Federal Office for Scientific, Technical and Cultural Affairs of the Concerted Research Action (GOA) projects of the Flemish Government MEFISTO-666 (Mathematical Engineering for Information and Communication Systems Technology), of the IDO/99/03 project (K.U. Leuven) “Predictive computer models for medical classification problems using patient data and expert knowledge”, of the FWO projects G.0078.01, G.0200.00, and G0.0270.02.? The scientific responsibility is assumed by its authors.     

农村合作运动与农业技术的植入——以民国时期江苏省为例(1927-1937)

农村合作运动是国民政府为发展农业生产、复兴农村经济、改善农民生活而实施的有关社会经济建设的行动。农村合作运动中组建的各种合作社,在改良品种、改进耕作技术、推广农业知识等方面发挥了重要的作用,扮演了引进和扩散现代农业生产要素的角色,丰富了作物的品种,提高了农业生产的效率,增加了农民收入。     

沙可夫的领导艺术

作者对战争年代中国卓越的无产阶级文化战士沙可夫的领导艺术进行了深入的分析和高度的概括：沙可夫在极其恶劣的环境下，以高度的政治智慧、精湛的业务能力和高尚的品质出色地领导了苏区、延安和晋察翼边区的文化事业和戏剧运动，给后人留下许多宝贵的精神财富和无价的启示。     

Pitfalls of Normal-Gamma Stochastic Frontier Models

Although conceptually pleasing, normal-gamma frontier models lead to difficult estimation problems. It is shown here that unless the sample size reaches several thousands of observations the shape parameter of the gamma density is hard to estimate, and that this carries over to estimates of the stochastic frontier, the individual inefficiencies, and the allocation of the overall variance to the stochastic frontier and to the inefficiencies.     

基于径向基神经网络的物流绩效评价方法

在分析物流绩效关键影响因素基础上,提出采用径向基神经网络模型应用于物流绩效评价测试。以多个主要影响因子为网络的输入信息,建立物流绩效综评遗传神经网络模型,采用正交最小二乘法进行学习训练,进行不同综合评价方法对比。     

欧洲"健康城市"研究评述

在明确"健康城市"相关概念和特征的基础上,回顾了欧洲"健康城市"运动的发端,详细介绍了欧洲"健康城市项目"的运作流程,随后着重从老龄化、城市规划、社会因素三方面与城市健康之间的关系总结欧洲关于"健康城市"的研究成果,最后展开若干思考.     

沈钧儒先生与宪政运动

沈钧儒先生“一生从事宪政运动”。作者以1939－1940年间沈钧儒先生发起、推动宪政运动的活动和主张为重点，阐述了其宪政思想包括四个方面的内容：第一，和平立宪的观点；第二，宪政思想的人民性；第三，不能于宪法之外另立法律限制人民自由；第四，宪政既是手段也是目的。     

The differing roles of success drivers across sequential channels: An application to the motion picture industry

In several product categories, it is typical to release products sequentially to different markets and customer segments. Conventional knowledge holds that the roles of various product success drivers do not differ significantly across these sequential channels of distribution. The authors examine sequential distribution channels within the motion picture industry and develop a model that proposes that such differences exist between a primary (short- and long-term theatrical box office) and a sequential (video rental) channel. The authors test their model with a sample of 331 motion pictures released in theaters and on video during 1999–2001 using partial least squares. Results reveal differences in the impact of success factors across channels. For example, cultural familiarity enhances box office success but relates negatively to video rental success, and distribution intensity and date of release enhance box office outcomes but have no impact on rental revenues. Thorsten Hennig-Thurau (tht@medien.uni-weimar.cie) is a professor of marketing and media research at Bauhaus-University of Weimar’s Media School and Honorary Visiting Professor of Movie Marketing in the Faculty of Management of Cass Business School, City University London. He has published articles in theJournal of Marketing, theJournal of Service Research, theInternational Journal of Electronic Commerce, theJournal of Interactive Marketing, Psychology & Marketing, and theJournal of Consumer Affairs, among others. He is author of the monograph Relationship Marketing, which has been translated into Chinese. He is member of the editorial board of three journals and serves as reviewer for theJournal of Marketing andMarketing Science. He has won eight Best Article and Best Paper Awards, including the Overall Best Paper Award of the 2005 American Marketing Association Summer Educators’ Conference and the 2002JSR Excellence in Service Research Award. Mark B. Houston (houstonmb@missouri.edu) (PhD, Arizona State University) is the David and Judy O’Neal MBA Professor at the University of Missouri-Columbia. His research on strategy, interfirm relationships, and innovation has been published in leading journals, including theJournal of Marketing, theJournal of Marketing Research, theJournal of Consumer Research, Marketing Science, theJournal of the Academy of Marketing Science, and theJournal of Financial and Quantitative Analysis. He cochaired the 2005 American Marketing Association (AMA) Summer Educators’ Conference and served for two terms as vice president of the AMA’s Technology and Marketing Special Interest Group. Gianfranco Walsh (g.walsh@strath.ac.uk) received his MPhil degree from UMIST (England) and PhD (2001) and Habilitation (2004) degrees from Hanover (Germany). His research focuses on consumer behavior, corporate reputation, and e-commerce. He has presented numerous papers at international conferences. His work has been published in, among others, theAcademy of Marketing Science Review, the International Journal of Electronic Commerce, theJournal of Consumer Affairs, theJournal of Interactive Marketing, theJournal of Macromarketing, and theJournal of Marketing Management. He is the Chair of Marketing and Electronic Retailing at the Institute for Management, University of Koblenz-Landau.     

The convergence of least squares learning in stochastic temporary equilibrium models

Summary. This paper provides conditions for the almost sure convergence of the least squares learning rule in a stochastic temporary equilibrium model, where regressions are performed on the past values of the endogenous state variable. In contrast to earlier studies, (Evans and Honkapohja, 1998; Marcent and Sargent, 1989), which were local analyses, the dynamics are studied from a global viewpoint, which allows one to obtain an almost sure convergence result without employing projection facilities. Received: April 7, 2001; revised version: September 5, 2001