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1.
Alex J. Koning 《Statistica Neerlandica》2006,60(3):327-338
In this paper, a general method of constructing control charts for preliminary analysis of individual observations is presented, which is based on recursive score residuals. A simulation study shows that certain implementations of these charts are highly effective in detecting assignable causes. 相似文献
2.
3.
Gauss M. Cordeiro Denise A. Botter Lúcia P. Barroso Silvia L. P. Ferrari 《Statistica Neerlandica》2003,57(4):391-409
We develop three corrected score tests for generalized linear models with dispersion covariates, thus generalizing the results of Cordeiro , Ferrari and Paula (1993) and Cribari-Neto and Ferrari (1995) . We present, in matrix notation, general formulae for the coefficients which define the corrected statistics. The formulae only require simple operations on matrices and can be used to obtain analytically closed-form corrections for score test statistics in a variety of special generalized linear models with dispersion covariates. They also have advantages for numerical purposes since our formulae are readily computable using a language supporting numerical linear algebra. Two examples, namely, iid sampling without covariates on the mean or dispersion parameter oand one-way classification models, are given. We also present some simulations where the three corrected tests perform better than the usual score test, the likelihood ratio test and its Bartlett corrected version. Finally, we present a numerical example for a data set discussed by Simonoff and Tsai (1994) . 相似文献
4.
文章通过对焦炉煤气集气管压力系统的分析研究,建立了控制系统的集气管压力协调控制方案,使得系统在传统PID控制的基础上,能够按照系统实际运行状况智能选择控制策略。 相似文献
5.
This article investigates the patterns of vertical specialization in trade among China, Japan and Korea, and the effects of real exchange rate fluctuations under a multistage production process. By extending the models of Yi (2003, 2010), we derive two distinct features of vertical specialization and test them using Time-Varying Parameter (TVP) VAR. We find that a positive shock to China’s final good consumption increases the intermediate goods trade between Korea and China, with expanding magnitude over time. In addition, the positive effect of a real exchange rate depreciation on intermediate goods trade is strengthened through the competitiveness-enhancing channel, with this effect being more pronouncing in Korea-China trade than in Korea-Japan trade. 相似文献
6.
MICHAEL ELLINGTON CHRIS MARTIN BINGSONG WANG 《Journal of Money, Credit and Banking》2024,56(2-3):613-626
In this paper, we provide empirical evidence that real wage rigidity is not a major cause of unemployment volatility. We argue that there is a disconnect between the theoretical and empirical literatures on this topic. While theoretical studies define real wage rigidity as the response of wages to changes in unemployment following productivity shocks, the empirical literature measures real wage rigidity as the estimated semi-elasticity of wages with respect to unemployment, averaged over all shocks. We show that averaging over shocks gives a biased measure of real wage rigidity, as the impact of other shocks confounds the response to productivity shocks. Our results indicate that the estimated semi-elasticity with respect to productivity shocks is twice as large as the estimated semi-elasticity averaged over all shocks. This implies that one cannot attribute unemployment volatility to real wage rigidity. 相似文献
7.
Adam Lenart 《Scandinavian actuarial journal》2014,2014(3):255-277
The Gompertz distribution is widely used to describe the distribution of adult deaths. Previous works concentrated on formulating approximate relationships to characterise it. However, using the generalised integro-exponential function, exact formulas can be derived for its moment-generating function and central moments. Based on the exact central moments, higher accuracy approximations can be defined for them. In demographic or actuarial applications, maximum likelihood estimation is often used to determine the parameters of the Gompertz distribution. By solving the maximum likelihood estimates analytically, the dimension of the optimisation problem can be reduced to one both in the case of discrete and continuous data. Monte Carlo experiments show that by ML estimation, higher accuracy estimates can be acquired than by the method of moments. 相似文献
8.
针对时频分析方法在直扩/跳频(DS/FH)混
合扩频信号参数估计中存在时频分辨率受限、交叉项干扰、实时性差等缺点,通过分
析DS/FH信号的时频特性,提出了一种新的DS/FH信号参数估计方法。该方法从待测信号的时
域分析出发,利用不同跳频点对应的周期数不相等的性质,完成了对DS/FH信号的时域分割
,最后结合DS/FH信号性质完成了对待测信号跳频周期、驻留时间、跳频频率的估计。仿真
结果表明,该方法针对DS/FH信号的参数估计精度高,运算速度较快,且没有干扰频率。 相似文献
9.
企业价值网低碳共生演化的序参量控制机理研究——“后危机时代”工业发展模式转型研究 总被引:1,自引:0,他引:1
每一次经济危机都会带来产业结构的大调整,并诱发工业发展模式的大转型。本文基于协同学的研究视角,选取了企业价值网作为研究对象,研究在后危机时代企业价值网实现低碳共生演化的序参量控制机理,进一步揭示企业价值网微观运行机理,为企业及政府在后危机时代实现企业价值网的低碳共生演化和低碳发展模式转型提供决策理论依据。 相似文献
10.
本文阐述了电火花线切割机床的加工机理,利用正交试验的方法,对高速走丝电火花线切割机床加工中的峰值电流、脉冲宽度、脉间比等工艺条件进行了试验的优化设计,减少了试验的次数,缩短了实验周期,提高了效率和效益;从而优化了电火花线切割机床加工工艺参数,提高了加工件的质量;得出了电参数与加工速度和表面粗糙度之间的联系,为进一步研究电火花线切割加工工艺规律提供了基础。 相似文献