一致估计

It is proved that the least squareestimators of linear estimable functions of regression coefficients areadmissible under matrix loss and minimax. The necessary and sufficientexistence conditions are derived for the uniformly minimum riskequivariant estimators of linear estimable functions ofregression coefficients under an affine group and a transitive group oftransformations respectively. It is also proved that there are no UMREestimators ofthe covariance matrix and variance under an affine groupof transformations and quadratic loss functions.

本文证明了回归系数的线性可估函数的最小二乘估计是极小极大的且在矩阵损失函数下是可容许的；还分别在仿射变换群和平移群下导出了存在回归系数的线性可估函数的一致最小风险同变估计的充要条件，并证明了在仿射变换和二次损失下不存在协方差阵和方差的 UMRE 估计。

When the underlying error term for tobit model is known to be normally distributed and homoskedasticity, maximum likelihood estimation is consistent and asymptotically normally distributed.

半参数估计是一种参数和非参数估计的混合，比相应的参数模型更能一致的估计参数，而且比非参数模型估计更精确，其优点是无需假定误差项分布，所以它对非正态和异方差是稳健的。

The common method, that all strong-correlation terms of the model are eliminated, can bring the loss in the engineering application, so the new method is proposed that the identified model reserves some correlation. The augmented matrix A is constructed by the outputΔW and the matrix S. The"determinating order based on ratio of determinant"is brought out to screen the strong-correlation terms in the structure identification. The latent root estimation is improved in screening the eigenvalues and eigenvectors. Thus the estimation precision is improved greatly.The consistence check of guidance instrument error coefficients of flight test and ground test is the purpose of flight experiment. The causes of inconsistency of the two models are analyzed. The hypothesis test of linear regression model based on F statistics is proposed to check the consistence.Finally, the instability of error coefficients is probably caused by the change of the flight environments, therefore, the relation between the error coefficients and flight environment is analyzed. The approach is presented to identify SINS guidance instrument error models and compensate the error in the segmented sections corresponding to the change of vertical acceleration of aircraft.

在结构辨识中，常用的方法由于将模型中的强相关项全部剔除而给工程应用带来损失，因此，本文提出了新的有益思想，即在保留一定相关性的基础上进行辨识：将输出向量ΔW与环境函数矩阵S构成增广矩阵A，然后采用"比定阶行列式"来剔除相关向量的方法，这样既可以尽可能多地保留了对落点影响大的强相关参数，又可以对落点影响小的强相关参数给予剔除；在参数估计中，改进了特征根估计中特征根和特征向量的筛选方法，提出"近零"准则，从而大大提高了参数估计的精度；再者，鉴于天地模型"一致性"检验是飞行试验和SINS制导工具误差系数分离的主要目的，因此，本文又深入分析了造成天地模型不一致的原因，提出了采用基于F统计的线性回归模型假设检验方法来进行捷联制导工具误差模型的天地"一致性"检验；最后，鉴于飞行环境剧烈变化可能会对惯性仪表误差系数稳定性带来一定的影响，因此本文深入地分析了SINS制导工具误差系数与外界环境的关系，提出了基于过载变化大小的分段辨识和分段实时补偿的算法。

In the test of weak-form efficient hypothesis, this thesis used auto regression, auto correlation function and unit root three models, and got the basically same results. In the test of semistrong-form efficient hypothesis, this thesis used market model, index return model and constant mean return model three ways to estimate the normal return when making use of event study, and the results were also basically same.

其中，为求全面和比较，在对弱势有效市场的假说的检验部分，本文运用了自回归检验、自相关函数检验和单位根检验三种计量模型，检验结果基本一致；在对半强势有效市场假说的检验部分，本文运用了事件研究法，并在估计正常收益率时使用了市场模型、指数收益模型以及均值模型三种方法，估计结果也相对一致。

Thirdly, on the base of the existent error estimate of elliptical Galerkin projection operator, obtain semi-discrete and complete-discrete error estimates betwent EFG solution and exact solution of parabolic partial differential equation. Semi-discrete error estimate show that the rank of r is accordance with the approximation rank of subspace S_h. Complete-discrete error estimates show that it not only have relation with radius r of domain of influence, but also have relation with the step length of time variable and the way of discrete.Lastly, give typical examples and draw up procedures of MATLAB.

再次，在"椭圆Galerkin投影"算子的误差估计的基础上，对用EFG法解抛物型偏微分方程的EFG解与精确解之间作了半离散和全离散的误差估计，半离散的误差估计表明所给出的误差界限关于r的阶是与子空间S_h的逼近阶相一致的，全离散的误差估计表明所产生的误差不但与影响域半径r有关，而且与离散时间变量的步长τ及其离散方式有关。

There are six points below serving as reasons: firstly, solvency report reveals company's solvency status at certain time point and discrete view regarding quarter as discrete accounting period is consistent with ideas of insurance surveillance and management; secondly, deferrals and withdrawals in advance of expenses in integral view make confirmed assets and liabilities inconsistent with definitions of admitted assets and ranking liabilities; thirdly, taking into account cost and expenses of the entire year also brings unnecessary troubles to accounting measurement; fourthly,"integral view" is more dependent on professional judgment and estimate by accounting personnel, which is likely to lead to incomparability of company's solvency reports; fifthly, it is consistent with provisions of enterprise accounting standards of our country, which is convenient for company to compile solvency report; sixthly, it is in compliance with methods adopted by most developed countries, which is helpful for international comparison.

其原因有以下六点：第一，偿付能力报告反映公司在某一时点上的偿付能力状况，"独立观"将季度视为独立的会计期间与保险监管的理念一致；第二，一体观下费用的递延和预提使确认的资产和负债不符合认可资产和认可负债的定义；第三，会计估计考虑全年的成本和费用也给会计计量带来不必要的麻烦；第四，"一体观"较多地依赖于会计人员的职业判断和估计，可能会导致不同公司的偿付能力报告不可比；第五，与我国的企业会计准则的规定一致，便于公司编制偿付能力报告；第六，与多数发达国家采用的方法一致，有利于国际比较。

These conditions do not relate to the unknown parameters but the dimension of model, so it is easy to apply in practice. Next, we consider the relative efficiency of LSE against the beast linear unbiased estimator.

我们给出了Pitman准则下，最小二乘估计优于Within估计的一个充分条件，最后又得到了广义均方误差意义下两步估计一致的优于Between估计和Within估计的充分条件，并且这些条件只是和模型维数有关而和未知参数无关的一些不等式关系，因此便于实际应用。

Through establishing the priori estimates for the approximation solutions, we pove the existence of global generalized solution by using the compactness principle and obtain the global property for the generalized solutions in the space L〓. At the last, a new method is used to prove the uniqneness which is a good results, at some extense, under generalize conditions.

运用De Giorgi的最大模估计方法，证明了解的整体上界估计和准衰减型的估计，进一步，在边值和初值具有正的下界条件下，证明了解的一致下界估计，得到了深刻结果。

When data are balanceable, two methods should have no difference, but the standard error computed by two-level model is bigger than that by generalized estimating equation. When data were unbalanceable, generalized estimating equation shows somewhat advantage. Type 2 diabetes mellitus might exist genetic heterogeneity and there is no gene that is related with the occurrence of bipolar disorders.

当数据平衡时，两者结果一致，但多水平模型计算出的标准误大于广义估计方程算出的标准误；当数据不平衡时，两者结果不一致，广义估计方程更能检测出有统计学意义的基因位点。

This thesis consists of three chapters .In chapter one , the distributions of the last exit time and the corresponding results of Brownian motion in Markov process are introduced ,and previous remarkable achievements on the excursion of Brownian motion are numerated too ,also ,we introduce the main results and the history of elliptic diffusion process; In chapter two ,we summarily describe the excursion in Markov process and the result of the first hitting time of the elliptic diffusion process ; In last chapter ,we study estimates for the distributions of above three maximum excursions and minimum excursion in the elliptic diffusion process on R (d≥3), which leads the excursion of Brownian motion on ball on R (d≥3) to become a particular case .

全文共分三章，第一章介绍对称Markov过程中布朗运动的未离时分布及相关研究结果，列举了前人对布朗运动的游程问题的研究成果，并用较多篇幅介绍了一类特殊且非常重要的扩散过程——一致椭圆扩散过程的研究历史和本文的主要研究结果；第二章介绍Markov过程有关停时及游程的概念，叙述了一致椭圆扩散过程的定义，并给出了一致椭圆扩散过程有关首中时的结果；第三章是本文的核心部分，详细讨论了暂留一致椭圆扩散过程关于R~d(d≥3)上球的三类极大游程和极小游程的分布估计，使得布朗运动关于球的游程问题成为特例。

Cynanchum Lingtai apricot production in the average weight 65 grams, the brightly-colored fruit, juicy rich, sweet-sour taste, sweet from the nucleolus, when the late Qing Dynasty famous Shaanxi, Gansu provinces, the Qing imperial court Tongzhi tribute for years.

灵台生产的牛心杏平均单果重65克，果实色泽鲜艳，汁多味浓，甜酸适口，离核仁甜，清末时就驰名陕、甘两省，清同治年间曾为朝廷贡品。

Chenopodium album,Solanum nigrum, and Amaranthus retroflexus were very susceptible to the herbicides. Polygonum persicaria and Abutilon theophrasti were relatively less susceptible to the herbicides, and Lycopersicon esculentum was not susceptible to it. The relationship between reduction rates of weed biomass and PPM values of weed leaves 2,4, and 6 days after treatment was established.

供试的6种杂草对该混剂的敏感性存在显著差异：红心藜Chenopodium album、龙葵Solanum nigrum和反枝苋Amaranthus retroflexus对该混剂最敏感，ED90值分别为47.65、71.67和29.17g/hm2；春蓼Polygonum persicaria和苘麻Abutilon theophrasti敏感，ED90值分别为96.91、114.20g/hm2；而番茄不敏感。