Abstract. The supremum difference between the cumulative sum diagram, and its greatest convex minorant (GCM), in case of non-parametric isotonic regression is considered. When the regression function is strictly increasing, and the design points are unequally spaced, but approximate a positive density in even a slow rate ( n −1/3), then the difference is shown to shrink in a very rapid (close to n −2/3) rate. The result is analogous to the corresponding result in case of a monotone density estimation established by Kiefer and Wolfowitz, but uses entirely different representation. The limit distribution of the GCM as a process on the unit interval is obtained when the design variables are i.i.d. with a positive density. Finally, a pointwise asymptotic normality result is proved for the smooth monotone estimator, obtained by the convolution of a kernel with the classical monotone estimator. 相似文献
Let fn(x) be the univariate k-nearest neighbor (k-NN) density estimate proposed by Loftsgaarden and Quesenberry (1965). By using similar techniques as in Bahadur's representation of sample quantiles (1966), and by the recent results on the oscillation of empirical processes by Stute (1982), we derive the rate of strong uniform convergence of fn(x) on some suitably chosen interval Jδ. Some comparison with the kernel estimates is given, as well as the choice of the bandwidth sequence relative to the sample size. 相似文献
Every bivariate distribution function with continuous marginals can be represented in terms of a unique copula, that is, in terms of a distribution function on the unit square with uniform marginals. This paper is concerned with a special class of copulas called Archimedean, which includes the uniform representation of many standard bivariate distributions. Conditions are given under which these copulas are stochastically ordered and pointwise limits of sequences of Archimedean copulas are examined. We also provide two new one-parameter families of bivariate distributions which include as limiting cases the Frechet bounds and the independence distribution. 相似文献
The fall of communism in 1989/1990 has led not only to the establishment of new political systems and ideologies, but also to significant modifications in the visual self-representation of the respective states in Eastern and East Central Europe. Statues of communist heroes were abolished and replaced by monuments and memorials reflecting the new political situation. New state buildings were erected, and the old ones remodelled and adapted to the representational needs of the new authorities. In some cases, the political changes even have had a strong impact on principles of city planning, effecting urban structures of symbolic value.
The focal points of these developments are the capital cities, being principal places of the execution of state power as well as of its self-representation. However, the conditions for the staging of the state in the capital are in each case different. They depend on one hand on the architectural shape and historic role of the city, and on the political situation and self-image of the state on the other.
The article provides a comparative analysis of the changes in the political iconography of four East Central European capitals—Berlin, Warsaw, Prague and Bratislava—since 1989, focusing on selected monuments, architectural projects for state institutions and concepts of town planning. 相似文献
In multivariate and multi-parameter contexts, new expressions for Fisher Information are derived using the copula representation of the joint distribution of random variables. Invariance of Fisher Information to margins of the joint distribution is then demonstrated. 相似文献
We propose a new method to estimate the cumulative hazard function and the corresponding distribution function of survival times under randomly left-truncated and right-censored observations (LTRC). The new estimators are based on presmoothing ideas, the estimation of the conditional expectation m of the censoring indicator. An almost sure representation for both estimators is established, from which a strong consistency rate and asymptotic normality are derived. It is shown that the presmoothed modification leads to a gain in terms of asymptotic mean squared error. This efficiency with respect to the classical estimators is also shown in a simulation study. Finally, an application to a real data set is provided. 相似文献