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  • 简介:Thispaperstudiesthemodel-robustdesignproblemforgeneralmodelswithanunknownbiasorcontaminationandthecorrelatederrors.ThetrueresponsefunctionisassumedtobefromareproducingkernelHilbertspaceandtheerrorsarefittedbytheqthordermovingaverageprocessMA(q),especiallytheMA(1)errorsandtheMA(2)errors.Inbothsituations,designcriteriaarederivedintermsoftheaverageexpectedquadraticlossfortheleastsquaresestimationbyusingaminimaxmethod.Acaseisstudiedandtheorthogonalityofthecriteriaisprovedforthisspecialresponse.Therobustnessofthedesigncriteriaisdiscussedthroughseveralnumericalexamples.

  • 标签: 误差模型 稳健设计 再生核希尔伯特空间 移动平均过程 偏差 最小二乘估计
  • 简介:Countdatawithexcesszerosareoftenencounteredinmanymedical,biomedicalandpublichealthapplications.Inthispaper,anextensionofzero-inflatedPoissonmixedregressionmodelsispresentedfordealingwithmultileveldataset,referredashierarchicalmixturezero-inflatedPoissonmixedregressionmodels.AstochasticEMalgorithmisdevelopedforobtainingtheMLestimatesofinterestedparametersandamodelcomparisonisalsoconsideredforcomparingmodelswithdifferentlatentclassesthroughBICcriterion.AnapplicationtotheanalysisofcountdatafromaShanghaiAdolescenceFitnessSurveyandasimulationstudyillustratetheusefulnessandeffectivenessofourmethodologies.

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