Large sample prediction regions with estimated parameters

We obtain and asymptotic correction for the coverage probability of prediction regions when the parameter are estimated for dependent observations. Both stationary adn non-stationary type models are considered as applications. Asymptotic power of theses regions is also studied briefly.     

Reflections on Meanings and Applications of Social Justice

SUMMARY

This article conveys the author's personal thoughts, views, reflections, experiences, and observations about social justice. As a value and ideal, it is what social workers and activists work toward. As a goal and result, it is an unfinished product in most organizations, institutions, communities, and societies.     

Histogram estimation of radon-nikodym derivatives for strong mixing data

Nonparametric inference for point processes is discussed by way of histograms, which provide a nice tool for the analysis of on-line data. The construction of histograms depends on a sequence of partitions, which we take tc be nonenibedded to allow partitions with sets of equal measure. This presents some theoretical problems, which are addressed with an assumption on the decomposition of second order moments. In another direction, we drop the usual independence assumption on the sample, replacing it by a strong mixing assumption. Under this setting, we study the convergence of the histogram in probability, which depends on approximation conditions between the distributions of random pairs and the product of their marginal distributions, and^almost completely, which is based on the decomposition of the second order moments. This last convergence is stated on two versions according to the assumption of Laplace transforms or the Cramer moment conditions. These are somewhat stronger, but enable us to recover the usual condition on the decrease rate of sets on each partition. In the final section we prove that the finite dimensional distributions converge in distribution to a Gaussian centered vector with a specified covariance.     

Approximating the equilibrium quantity traded and welfare in large markets

We consider the efficient outcome of a canonical economic market model involving buyers and sellers with independent and identically distributed random valuations and costs, respectively. When the number of buyers and sellers is large, we show that the joint distribution of the equilibrium quantity traded and welfare is asymptotically normal. Moreover, we bound the approximation rate. The proof proceeds by constructing, on a common probability space, a representation consisting of two independent empirical quantile processes, which in large markets can be approximated by independent Brownian bridges. The distribution of interest can then be approximated by that of a functional of a Gaussian process. This methodology applies to a variety of mechanism design problems.     

FUNCTIONAL ESTIMATION BY ASYMPTOTIC REGRESSION

Through an appeal to asymptotic Gaussian representations of certain empirical stochastic processes, the techniques of continuous regression are applied to derive estimates for underlying parametric probability laws. This asymptotic regression approach yields estimates for a wide range of statistical problems, including estimation based on the empirical quantile function, Poisson process intensity estimation, and parametric density estimation.     

一体化实践教学模式在法律职业教育刑事法律课中的构建

本文针对刑事法律课实践教学一体化模式进行探讨,提出并阐述了一体化实践教学模式的内容、特点及在刑事法律课中的应用。     

环境监管体制的审视:从重金属污染的角度

严峻的环境形势下,重金属污染仿佛压垮环境监管的"最后一根稻草".基于对A县的微观分析,可以发现职责虚化与协调障碍是环境健康监管体制的首要问题,单一薄弱的监管手段是环境健康监管体制的重要问题.为此,提出"整合性监管"的研究范式,强调:环境监管工具的协同与整合,环境监管各阶段的协同与整合,各环境监管机构的协同与整合,监管式执法与公众参与执法的协同与整合,宏观治理措施与微观治理措施的协同与整合.     

Critical Bellman–Harris branching processes with infinite variance allowing state-dependent immigration

The branching processes with state-dependent immigration are considered as alternating regenerative processes. The main purpose is to demonstrate some new “regenerative” methods. Critical Bellman–Harris branching processes with state-dependent immigration are investigated and new limit theorems are obtained in the case of an infinite offspring variance and possibly infinite mean of the immigrants.     

An alternative approach to reliability analysis of cold standby systems

ABSTRACT

An alternative approach is applied for reliability analysis of standby systems on the basis of matrix renewal function. In this regard, a single-server, two identical unit cold standby systems with an imperfect switch is considered as a three-state semi-Markov process. Several important reliability measures such as availability, mean time to failure, expected number of failures, etc., are obtained for general lifetime distributions. Also, the main results have been treated to the case of exponential lifetimes and explicit formulas obtained for this case in addition of some numerical illustrations. This approach can easily be extended to more general standby systems with different configurations.     

Asymptotic Distribution of the Estimated BDS Statistic from The Residuals of Location-Scale Type Processes

We introduce local asymptotic normality (LAN) for the log-likelihood ratio and the contiguity property of a class of location-scale processes in this paper. Using the contiguity property, we study the asymptotic distribution of the estimated Brock-Dechert-Scheinkman (BDS) statistic from the standardized residuals of fitting location-scale type processes.