参数估计

In autoregression models, when the parameter from GED is known, adaptive rejection sampling method is used to estimate parameters; when the parameter from GED is unknown, we have to decide a range, also use the same method to give a reasonable estimate of the parameters.

在自回归模型中，GED分布的参数已知的情况下，基于似然函数的形式用拒绝抽样方法估计自回归系数；GED分布的参数未知时，我们给定参数的范围，用拒绝抽样方法寻找自回归系数合理的估计值。

The core of this paper is to analyze and probe into ridge regression from different ideas, such as the existence of ridge parameter K, the choiceness of ridge estimation K , the choice of ridge parameter K and the methods of regression coefficients.

本文简单介绍了主成分回归，阐述了主成分估计方法的原理和优缺点；重点是从不同的角度不同的思想出发，对最常见的岭回归估计法进行了深入的探讨：岭参数K 的存在性，岭估计的优良性，岭参数K 的选择方法等。

In the first charpter,response variable is generalized to q dimensions, we propose the concept of QMLE and quasi function in nonlinear models, then under mild conditions, we prove that there exists the solution_n with probability 1 for sufficiently large n, and obtain the strong consistency, some results of asymptotic normality, meanwhile consistent estimator of σ~2 for QMLE for heterosedastic nonlinear models is presented.

在第一章中，我们首先将响应变量由一维推广到了多维，得出了非线性模型的极大拟似然估计的定义和拟似然方程，然后在一定的条件下，证明了当样本量n充分大时，拟似然方程以概率1有解？？_n且收敛于参数的真值(即定理1.2)，并且给出了极大拟似然估计的渐近正态性(即定理1.3，1.4)，最后考虑了异方差非线性模型的离差参数σ~2的相合估计(即定理1.5)。

We make the following assumption for When 2 is positive definite matrix, different estimators about matrix of regression coefficients and inefficiency of Least squares estimate have been discussed in many documents. Considered 2 is nonnegative definite matrix, this thesis derives Best linear unbiased Estimate of parameter matrix B and estimable parameter function KBL under the meaning of matrix nonnegative definite and the property of maximum probability of BLUE is investigated.

当∑＞0时，众多文献讨论了回归系数阵的各种估计及LSE的有效性，本文考虑了当∑≥0的情形，给出了回归系数阵B及其可估参数函数KBL的在矩阵非负定意义下的最优估计，研究了它的一个最大概率性质，并且讨论了最小二乘估计成为最佳线性无偏估计的充分必要条件，在此基础上给出了均值矩阵的最小二乘估计与BLUE的偏差估计，定义了LSE相对于BLUE的一个相对效率，并给出了它的界。

In the second chapter, we mainly study the robust estimation of mean components in generalized semiparametric mixed models , including robust estimation of regression parameters and nonparametric function.

第二章主要研究了广义半参数混合效应模型均值部分的稳健估计问题，包括回归参数和非参数函数的稳健估计。

Generalized linear models, which can model a large variety of data, have a wide area of application. The class of GLMs includes, as special cases, linear regression, analysis-of-variance models, log-linear models for the analysis of contingency tables, logistic models for binary data in the form of proportions and many others. Usually, the parameters in the generalized linear models are estimated by the method of maximum likelihood . But, in the literature, the nonrobustness of the maximum likelihood estimator forβhas been studied extensively. The quasi-likelihood estimator of the parameter of the generalized linear model shares the same non-robustness properties.

广义线性模型，可用于对多种类型的数据进行建模，是应用非常广泛的模型，线性回归模型、方差分析模型、用于列联表分析的对数线性模型和逻辑斯谛模型等都是广义线性模型的特例，通常，我们用极大似然的方法估计广义线性模型中的参数，但是，在文献中，对参数β的极大似然估计的非稳健性已经有了广泛的研究，广义线性模型的拟似然估计也显示了非稳健性。

The experiment results prove that the way with regularization technology is better than the way without regularization technology. In order to overcome the limitation of the regularization method, chapter 6 builds an irregular MRF model suitable for the motion estimation of feature point based on MAP-MRF frame. The energy function, which can reflect the joint probability distribution of motion parameters and the constraints relation of local 3D motion parameters, is established in irregular MRF.

为了解决正则化方法只能分析非刚体局部三维运动的缺点，第6章在基于MAP-MRF的分析框架中建立了与特征点运动估计相对应的非规则MRF模型，构造了非规则MRF模型中反映非刚体局部三维运动参数之间约束关系和运动参数联合概率分布的能量函数，通过能量函数最小化估计运动参数。

Objective To elucidate and compare the parametric method and non-parametricmethod in estimation of the area under ROC curve, so as to provide a basis fortheir application in diagnosis assessment.

中文摘要：目的本研究旨在以ROC曲线分析的理论与实例相结合的方式，阐述Hanley和McNeil非参数法、双正态模型参数法估计ROC曲线下面积，以及通过两个小样本(每组例数均＜100)实例探讨两种估计方法结果的差异，为医务工作者选择适宜的ROC曲线下面积的估计方法提供参考。

Furthermore that the square measure error is not depending on the choice of generalized matrix inverses is proved. Finally the least square estimation and the maximum likelihood estimation for this model are proposed.

在此基础上对奇异度量误差下的函数关系模型的参数进行估计，得出了模型参数的最小二乘估计和极大似然估计。

Also, a recursive identification algorithm for the system parameters and statistical parameters is brought forward. Then, various adaptive filter, smoothers, and adaptive deconvolution approaches are further developed.

本文还研究了当系统参数及统计参数未知时的参数辨识递推算法，并给出了自适应状态滤波和平滑估计及各种自适应反褶积估计的方法。

For a big chunk of credit-card losses; the number of filings (and thus charge-off rates) would be rising again, whether

年美国个人破产法的一个改动使得破产登记急速下降，而后引起了信用卡大规模的亏损。

Eph. 4:23 And that you be renewed in the spirit of your mind

弗四23 而在你们心思的灵里得以更新