Suppose we have samples ${X_i,i=1,\cdots,n}$ from $p$-dimension normal distribution, and some observations have partial missing values. Without loss of generality, assume missing values occure at indexes $1,\cdots,d$, and $d < p$. Then how do we estimate the mean and variance of the underlying distr […]

What is a nonparametric model? Linear regression models has parameters, the coefficients of covariates, and possible an intercept. A nonparametric model looks like \[Y=g(T)+\epsilon,(*)\] here $T$ is a univariate, $Y$ is the response, $\epsilon$ is the error. Model(*) is said to be infinite-dimensio […]

Xiu-You Xu* Email:xiuyouxu#gmail.com abstract When $n\rightarrow\infty$, it is well known that $\sum\nolimits_{i=1}^n\frac{1}{i}\sim{\ln{n}+\gamma}$, where $\gamma$ is Euler-Mascheroni Constant. We will talk about the coefficients of the function having $(-lnx)^m$ as $n$th-order derivative, and gene […]