共查询到20条相似文献,搜索用时 46 毫秒
1.
Ming Le Guo 《统计学通讯:理论与方法》2014,43(10-12):2527-2539
In this article, the complete moment convergence of weighted sums for ?-mixing sequence of random variables is investigated. By applying moment inequality and truncation methods, the equivalent conditions of complete moment convergence of weighted sums for ?-mixing sequence of random variables are established. These results promote and improve the corresponding results obtained by Li et al. (1995) and Gut (1993) from i.i.d. to ?-mixing setting. Moreover, we obtain the complete moment convergence of moving average processes based on ?-mixing random variables, which extends the result of Kim et al. (2008) in the sense that it does not require a specific mixing rate. 相似文献
2.
In this paper, some complete convergence and complete moment convergence results for arrays of rowwise negatively superadditive dependent (NSD, in short) random variables are studied. The obtained theorems not only extend the result of Gan and Chen (2007) to the case of NSD random variables, but also improve them. 相似文献
3.
Yongfeng Wu 《统计学通讯:理论与方法》2013,42(20):5977-5989
ABSTRACTThe authors discuss the convergence for weighted sums of pairwise negatively quadrant dependent (NQD) random variables and obtain some new results which extend and improve the result of Bai and Cheng (2000). In addition, we relax some restrictions of the conditions in their result. Some new methods are used in this article which differ from that of Bai and Cheng (2000). 相似文献
4.
Mi-Hwa Ko 《统计学通讯:理论与方法》2014,43(17):3726-3732
In this paper, we prove the complete convergence for the weighted sums of negatively associated random variables with multidimensional indices. The main result generalizes Theorem 2.1 in Kuczmaszewska and Lagodowski (2011) to the case of weighted sums. 相似文献
5.
In this paper, we establish a complete convergence result and a complete moment convergence result for i.i.d. random variables under moment condition which is slightly weaker than the existence of the moment generating function. The main results extend and improve the related known results of Lanzinger (1998) and Gut and Stadtmüller (2011). 相似文献
6.
Marcelo de Paula 《统计学通讯:理论与方法》2013,42(19):5762-5786
ABSTRACTIn this article, we propose an approach for incorporating continuous and discrete original outcome distributions into the usual exponential family regression models. The new approach is an extension of the works of Suissa (1991) and Suissa and Blais (1995), which present methods to estimate the risk of an event defined in a sample subspace of an original continuous outcome variable. Simulation studies are presented in order to illustrate the performance of the developed methodology. Real data sets are analyzed by using the proposed models. 相似文献
7.
This paper is the generalization of weight-fused elastic net (Fu and Xu, 2012), which performs group variable selection by combining weight-fused LASSO(wfLasso) and elastic net (Zou and Hastie, 2005) penalties. In this study, the elastic net penalty is replaced by adaptive elastic net penalty (AdaEnet) (Zou and Zhang, 2009), and a new group variable selection algorithm with oracle property (Fan and Li, 2001; Zou, 2006) is obtained. 相似文献
8.
Soo Hak Sung 《统计学通讯:理论与方法》2013,42(21):3965-3973
A number of strong laws of large numbers for sequences of pairwise negative quadrant dependent (NQD) random variables have been established by using the generalized three series theorem. In this article, we obtain a strong law of large numbers by using the truncation technique and method of subsequences instead of the generalized three series theorem. Our result generalizes and improves on the corresponding one in Li and Yang (2008). We also obtain a complete convergence result for an array of rowwise pairwise NQD random variables. 相似文献
9.
Soo Hak Sung 《统计学通讯:理论与方法》2013,42(9):1663-1674
A complete convergence theorem for an array of rowwise independent random variables was established by Sung et al. (2005). This result has been generalized and extended by Kruglov et al. (2006) and Chen et al. (2007). In this article, we extend the results of Sung et al. (2005), Kruglov et al. (2006), and Chen et al. (2007) to an array of dependent random variables satisfying Hoffmann-Jørgensen type inequalities. 相似文献
10.
Zhongquan Tan 《统计学通讯:理论与方法》2018,47(20):5013-5028
For a type of strongly dependent isotropic Gaussian random fields introduced by Mittal (1976), the joint limiting distribution of the maximum and the sum for the Gaussian random fields is derived. The asymptotic relation between the maximum and sum of the continuous time strongly dependent isotropic Gaussian random fields and the maximum and sum of this fields sampled at discrete time points is also obtained. 相似文献
11.
《统计学通讯:理论与方法》2013,42(10):2005-2021
In many experiments where pre-treatment and post-treatment measurements are taken, investigators wish to determine if there is a difference between two treatment groups. For this type of data, the post-treatment variable is used as the primary comparison variable and the pre-treatment variable is used as a covariate. Although most of the discussion in this paper is written with the pre-treatment variable as the covariate the results are applicable to other choices of a covariate. Tests based on residuals have been proposed as alternatives to the usual covariance methods. Our objective is to investigate how the powers of these tests are affected when the conditional variance of the post-treatment variable depends on the magnitude of the pre-treatment variable. In particular, we investigate two cases. [1] The conditional variance of the post-treatment variable gradually increases as the magnitude of the pre-treatment variable increases. (In many biological models this is the case.) [2] The conditional variance of the post-treatment variable is dependent upon natural or imposed subgroups contained within the pre-treatment variable. Power comparisons are made using Monte Carlo techniques. 相似文献
12.
In this article, we study the complete convergence for non-stationary ?-mixing random variables, especially, we get the Baum-Katz-type Theorem and Hsu-Robbins-type Theorem for ?-mixing random variables. Our result generalizes the corresponding one of Shao (1988) and improves the corresponding one of Peligrad (1985a) and Wang (1987). 相似文献
13.
Pao-Sheng Shen 《统计学通讯:理论与方法》2013,42(18):3796-3811
In this article, we consider fitting a semiparametric linear model to survey data with censored observations. The specific goal of the paper is to extend the methods of Cheng et al. (1995) and Chen et al. (2002) to the case when the sample has been drawn from a population using a complex sampling design. Similar to the approach of Lin (2000), we regard the survey population as a random sample from an infinite universe and accounts for this randomness in the statistical inference. A simulation study is conducted to investigate the performance of the proposed estimators. 相似文献
14.
Prabhanjan N. Tattar 《统计学通讯:理论与方法》2013,42(5):1270-1277
AbstractIn the present paper we develop bootstrap tests of hypothesis, based on simulation, for the transition probability matrix arising in the context of a multi-state model. The bootstrap test statistic is based on the paper of Tattar and Vaman (2008), which develops a statistic for the testing problems concerning the transition probability matrix of the non homogeneous Markov process. 相似文献
15.
Baker (2008) introduced a new class of bivariate distributions based on distributions of order statistics from two independent samples of size n. Lin and Huang (2010) discovered an important property of Baker’s distribution and showed that the Pearson’s correlation coefficient for this distribution converges to maximum attainable value, i.e., the correlation coefficient of the Fréchet upper bound, as n increases to infinity. Bairamov and Bayramoglu (2013) investigated a new class of bivariate distributions constructed by using Baker’s model and distributions of order statistics from dependent random variables, allowing higher correlation than that of Baker’s distribution. In this article, a new class of Baker’s type bivariate distributions with high correlation are constructed based on distributions of order statistics by using an arbitrary continuous copula instead of the product copula. 相似文献
16.
《Econometric Reviews》2013,32(3):309-336
ABSTRACT We examine empirical relevance of three alternative asymptotic approximations to the distribution of instrumental variables estimators by Monte Carlo experiments. We find that conventional asymptotics provides a reasonable approximation to the actual distribution of instrumental variables estimators when the sample size is reasonably large. For most sample sizes, we find Bekker[11] asymptotics provides reasonably good approximation even when the first stage R 2 is very small. We conclude that reporting Bekker[11] confidence interval would suffice for most microeconometric (cross-sectional) applications, and the comparative advantage of Staiger and Stock[5] asymptotic approximation is in applications with sample sizes typical in macroeconometric (time series) applications. 相似文献
17.
Housila P. Singh 《统计学通讯:理论与方法》2013,42(11):3126-3137
ABSTRACTThis paper proposes an alternative two-stage stratified randomized response model based on Tracy and Osahan (1999) model that has an optimal allocation and large gain in precision. It is also shown that the proposed model is more efficient than Kim and Warde (2004) and Kim and Elam (2005) stratified randomized response models under the conditions presented in both the cases of completely truthful reporting and that of not completely truthful reporting by the respondents. Numerical illustrations and graphs are also given in support of the present study. 相似文献
18.
Several generalizations to the concept of Kullback-Leibler divergence measure and Kerridge inaccuracy measure are available in the literature. In a recent paper Kundu (Metrika, 78:415–435, 2015) considered a generalized K-L divergence measure of order (α, β). Nath (Metrika, 13:123–135, 1968) has also proposed generalized inaccuracy measure of order α. Here we address the question of extending these measures to higher dimensions with reference to residual lifetimes. In the present work, the generalized divergence and inaccuracy measures are extended for conditional lifetimes of two components having possibly different ages. Several properties, including monotonicity, and bounds of these measures are obtained for conditional random variables. Moreover, we study the effect of (increasing) monotone transformation on these generalized measures. 相似文献
19.
ABSTRACTRandom vectors with positive components are common in many applied fields, for example, in meteorology, when daily precipitation is measured through a region Marchenko and Genton (2010). Frequently, the log-normal multivariate distribution is used for modeling this type of data. This modeling approach is not appropriate for data with high asymmetry or kurtosis. Consequently, more flexible multivariate distributions than the log-normal multivariate are required. As an alternative to this distribution, we propose the log-alpha-power multivariate and log-skew-normal multivariate models. The first model is an extension for positive data of the fractional order statistics model Durrans (1992). The second one is an extension of the log-skew-normal model studied by Mateu-Figueras and Pawlowsky-Glahn (2007). We study parameter estimation for these models by means of pseudo-likelihood and maximum likelihood methods. We illustrate the proposal analyzing a real dataset. 相似文献
20.
This article compares three value-at-risk (VaR) approximation methods suggested in the literature: Cornish and Fisher (1937), Sillitto (1969), and Liu (2010). Simulation results are obtained for three families of distributions: student-t, skewed-normal, and skewed-t. We recommend the Sillitto approximation as the best method to evaluate the VaR when the financial return has an unknown, skewed, and heavy-tailed distribution. 相似文献