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1.
In this article, we are going to study the almost everywhere convergence for sequences of pairwise negatively quadrant dependent random variables by using truncation technique and Kolmogorov-type generalized three-series theorem. Our results generalize and improve the corresponding results of Wu (2002) and Li and Yang (2008). We also give some examples showing that our extensions are not trivial. 相似文献
2.
Soo Hak Sung 《统计学通讯:理论与方法》2013,42(2):428-439
In this article, we establish a new complete convergence theorem for weighted sums of negatively dependent random variables. As corollaries, many results on the almost sure convergence and complete convergence for weighted sums of negatively dependent random variables are obtained. In particular, the results of Jing and Liang (2008), Sung (2012), and Wu (2010) can be obtained. 相似文献
3.
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
4.
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
5.
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
6.
Feng-Shou Ko 《统计学通讯:理论与方法》2013,42(15):2681-2698
A proposed method based on frailty models is used to identify longitudinal biomarkers or surrogates for a multivariate survival. This method is an extention of earlier models by Wulfsohn and Tsiatis (1997) and Song et al. (2002). In this article, similar to Henderson et al. (2002), a joint likelihood function combines the likelihood functions of the longitudinal biomarkers and the multivariate survival times. We use simulations to explore how the number of individuals, the number of time points per individual and the functional form of the random effects from the longitudianl biomarkers influence the power to detect the association of a longitudinal biomarker and the multivariate survival time. The proposed method is illustrate by using the gastric cancer data. 相似文献
7.
Mi-Hwa Ko 《统计学通讯:理论与方法》2013,42(8):1553-1562
In this article, the asymmetric Marcinkiewicz-Zygmund strong law of large numbers for linear random field under negative association is obtained. Our result generalizes a result in Gut and Studtmüller (2009). An asymmetric Marcinkiewicz-Zygmund LLN for random fields to the linear random field by using the Beverige-Nelson decomposition. 相似文献
8.
Extending the bifurcating autoregressive (BAR) process (cf. Cowan and Staudte, 1986) to multi-casting (multi-splitting) data, Hwang and Choi (2009) introduced multi-casting autoregression (MCAR, for short) defined on multi-casting tree structured data. This article is concerned with the case when the MCAR model is partially specified only through conditional mean and variance without directly imposing autoregressive (AR) structure. The resulting class of models will be referred to as P-MCAR (partially specified MCAR). The P-MCAR considerably enlarges the class of multi-casting models including (as special cases) MCAR, random coefficient MCAR, conditionally heteroscedastic multi-casting models and binomial-thinning processes. Moment structures for this broad P-MCAR class are investigated. Least squares (LS) estimation method is discussed and asymptotic relative efficiency (ARE) of the generalized-LS over ordinary-LS is obtained in a closed form. A simulation study is conducted to illustrate results. 相似文献
9.
Heng Lian 《统计学通讯:理论与方法》2013,42(11):1893-1900
We extend the approach of Walker (2003); (2004) to the case of misspecified models. A sufficient condition for establishing rates of convergence is given based on a key identity involving martingales, which does not require construction of tests. We also show roughly that the result obtained by using tests can also be obtained by our approach, which demonstrates the potential wider applicability of this method. 相似文献
10.
Mohsen Pourahmadi 《统计学通讯:理论与方法》2013,42(9):1803-1819
Multivariate skew-normal (SN) distributions (Azzalini and Dalla Valle, 1996) enjoy some of the useful properties of normal distributions, have nonlinear heteroscedastic predictors but lack the closure property of normal distributions (the sum of independent SN random variables is not SN). Recently, there has been a proliferation of classes of SN distributions with certain closure properties, one of the most promising being the closed skew-normal (CSN) distributions of González-Farías et al. (2004). We study the construction of stationary SN ARMA models for colored SN noise and show that their finite-dimensional distributions are skew-normal, seldom strictly stationary and their covariance functions differ from their normal ARMA counterparts in that they do not converge to zero for large lags. The situation is better for ARMA models driven by CSN noise, but at the additional cost of considerable computational complexity and a less explicit skewness parameter. In view of these results, the widespread use of such classes of SN distributions in the framework of ARMA models seem doubtful. 相似文献
11.
Housila P. Singh 《统计学通讯:理论与方法》2013,42(6):1008-1023
This paper suggests an efficient class of ratio and product estimators for estimating the population mean in stratified random sampling using auxiliary information. It is interesting to mention that, in addition to many, Koyuncu and Kadilar (2009), Kadilar and Cingi (2003, 2005), and Singh and Vishwakarma (2007) estimators are identified as members of the proposed class of estimators. The expressions of bias and mean square error (MSE) of the proposed estimators are derived under large sample approximation in general form. Asymptotically optimum estimator (AOE) in the class is identified alongwith its MSE formula. It has been shown that the proposed class of estimators is more efficient than combined regression estimator and Koyuncu and Kadilar (2009) estimator. Moreover, theoretical findings are supported through a numerical example. 相似文献
12.
The density level sets of the two types of measures under consideration are l 2, p -circles with p = 1 and p = 2, respectively. The intersection-percentage function (ipf) of such a measure reflects the percentages which the level set corresponding to the p-radius r shares for each r > 0 with a set to be measured. The geometric measure representation formulae in Richter (2009) is based upon these ipf's and will be used here for evaluating exact cdf's and pdf's for the linear combination, the product, and the ratio of the components of two-dimensional simplicial or spherically distributed random vectors. 相似文献
13.
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
14.
Gupta and Shabbir 2 have suggested an alternative form of ratio-type estimators for estimating the population mean. In this paper, we obtained a corrected version for the mean square error (MSE) of the Gupta–Shabbir estimator, up to first order of approximation, and the optimum case is discussed. We expand this estimator to the stratified random sampling and propose general classes for combined and separate estimators. Also an empirical study is carried out to show the properties of the proposed estimators. 相似文献
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16.
In this article, we consider a new insurance risk model based on the entrance process proposed in Li et al. (2005), and investigate the finite time ruin probabilities of this model. It is showed that an exponential upper bound for the finite time ruin probability exists, when the distributions of the claim size are light tailed. Furthermore, when the distributions of the claim size are heavy tailed, an asymptotic formula for the finite time ruin probability is obtained. 相似文献
17.
Hyun Jip Choi 《统计学通讯:模拟与计算》2013,42(7):1377-1384
We suggest a method for constructing a multidimensional distribution of correlated categorical data with fixed marginal distributions and specified degrees of association based on the log-linear models. A convex combination approach by Lee (1997) is applied to get a joint distribution with fixed Pearson chi-square coefficient. By using the suggested method, we can generate three-dimensional distributions which have a fixed association among three variables. Therefore, the suggested method could be extended to higher dimensions. 相似文献
18.
Li et al. (2005) proposed a risk model based on the entrance process and studied the asymptotic behavior of the surplus when time goes to infinity. This article considers the ruin problem in that model. Some simple characteristics (stochastic intensity, compensator, mean process, etc.) of the risk process and other related processes are also considered. Under small claim condition, exponential upper bounds for the ruin probability are obtained. 相似文献
19.
We propose a class of estimators for the population mean when there are missing data in the data set. Obtaining the mean square error equations of the proposed estimators, we show the conditions where the proposed estimators are more efficient than the sample mean, ratio-type estimators, and the estimators in Singh and Horn (2000) and Singh and Deo (2003) in the case of missing data. These conditions are also supported by a numerical example. 相似文献
20.
《统计学通讯:理论与方法》2012,41(1):88-98
AbstractIn this paper, we consider convergence rates in the Marcinkiewicz–Zygmund law of the large numbers for the END linear processes with random coefficients. We extend some results of Baum and Katz (1965) to the case of dependent linear processes with the random coefficients. 相似文献