Linear statistics in change-point estimation and their asymptotic behaviour

ABSTRACT The limiting behaviour of Bayes procedures in the asymptotic setting of the change-point estimation problem is studied. It is shown that the distribution of the difference between the Bayes estimator and the parameter converges to the distribution of a fairly complicated random variable. A class of linear statistics is introduced, and the form of the Bayes estimator within this class is deduced. The asymptotic properties of this linear estimator are investigated in two different settings for the prior distribution.     

Eisenstein判别法的推广

论述了Eisenstein判别法的若干具有实用价值的推广形式,并把Eisenstein判别法推广到了整环上.     

族群振兴与国家建设——广西回族抗战活动的历史人类学分析

本文从建立抗战组织、宣传抗日、回民参战及赈济难民等四个方面论述了广西回族的抗战活动，并认为在族群视野下，广西回族抗战活动的特征为“兴教”与“建国”的互动与互惠，其形成原因在于中华民族多元一体格局。     

复正规矩阵的亚正定性

研究了复正规矩阵的亚正定性，给出了复矩阵之积为复亚正定矩阵的一系列充要条件，获得了一些新的结果；改进并推广了Ky Fan Taussky定理、Fejer定理等。     

广义集压缩映射原理及其对积分方程组的应用

本文对Banach空间中映射组证明了一个不动点定理.利用这个定理,我们给出了Banach空间中非线性Fredholm和Volterra积分方程组解的存在性定理,也获得了非线性Volterra积分方程组极值解的存在定理和比较定理.这些定理推广了文[1]中的相应结果.     

Riemann积分与Lebesgue积分的联系

研究Riemann积分与Lebesgue积分的关系.证明了广义Riemann积分与Lebesgue积分、柯西主值积分与Lebesgue积分关系的若干结论.     

Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation

Abstract.  Wang & Wells [ J. Amer. Statist. Assoc. 95 (2000) 62] describe a non-parametric approach for checking whether the dependence structure of a random sample of censored bivariate data is appropriately modelled by a given family of Archimedean copulas. Their procedure is based on a truncated version of the Kendall process introduced by Genest & Rivest [ J. Amer. Statist. Assoc. 88 (1993) 1034] and later studied by Barbe et al . [ J. Multivariate Anal. 58 (1996) 197]. Although Wang & Wells (2000) determine the asymptotic behaviour of their truncated process, their model selection method is based exclusively on the observed value of its L ²-norm. This paper shows how to compute asymptotic p -values for various goodness-of-fit test statistics based on a non-truncated version of Kendall's process. Conditions for weak convergence are met in the most common copula models, whether Archimedean or not. The empirical behaviour of the proposed goodness-of-fit tests is studied by simulation, and power comparisons are made with a test proposed by Shih [ Biometrika 85 (1998) 189] for the gamma frailty family.     

加强P除环上半正定（正定）自共轭矩阵乘积的特征值

得到了下述结果：１）加强Ｐ除环上两个ｎ阶半正定自共轭矩阵之积在Ｒ中至少有ｎ个形如‖ａ‖~２的特征值；特别地，当它们可换时，其积仍为半正定自共轭矩阵；２）加强Ｐ除环上两个ｎ阶正定自共轭矩阵之积在Ｒ中至少有ｎ个形如‖ａ‖~２（‖ａ‖≠０）的特征值；特别地，当它们可换时，其积仍为正定自共轭矩阵。     

不等式｜A＋B｜~s≥｜A｜~s＋｜B｜~s及其应用

给出了一类矩阵的行列式的不等式｜Ａ＋Ｂ｜ｓ≥｜Ａ｜ｓ＋｜Ｂ｜ｓ，而Ｍｉｎｋｏｗｓｋｉ不等式及其推广均可视为这一结果的简单推论．     

Accurate ARL computation for EWMA-S<Superscript>2</Superscript> control charts

Originally, the exponentially weighted moving average (EWMA) control chart was developed for detecting changes in the process mean. The average run length (ARL) became the most popular performance measure for schemes with this objective. When monitoring the mean of independent and normally distributed observations the ARL can be determined with high precision. Nowadays, EWMA control charts are also used for monitoring the variance. Charts based on the sample variance S² are an appropriate choice. The usage of ARL evaluation techniques known from mean monitoring charts, however, is difficult. The most accurate method—solving a Fredholm integral equation with the Nyström method—fails due to an improper kernel in the case of chi-squared distributions. Here, we exploit the collocation method and the product Nyström method. These methods are compared to Markov chain based approaches. We see that collocation leads to higher accuracy than currently established methods.