Nonparametric estimation of the hazard function under dependence conditions

The estimation of the hazard rate has a great number of practical appli¬cations in dependence situations (seismicity analysis, reliability, economics), Based on kernel estimates of the density and the distribution function, we study the properties of the nonparametric estimator of the hazard function as-sociated with a strongly mixing time series. We prove consistency and asymp¬totic normality properties, and a cross-validation method for the smoothing parameter selection is studied. Some simulations and a practical application to real data are also shown.     

On the Uniform Strong Consistency of Local Polynomial Regression Under Dependence Conditions

Abstract

In this article, nonparametric estimators of the regression function, and its derivatives, obtained by means of weighted local polynomial fitting are studied. Consider the fixed regression model where the error random variables are coming from a stationary stochastic process satisfying a mixing condition. Uniform strong consistency, along with rates, are established for these estimators. Furthermore, when the errors follow an AR(1) correlation structure, strong consistency properties are also derived for a modified version of the local polynomial estimators proposed by Vilar-Fernández and Francisco-Fernández (Vilar-Fernández, J. M., Francisco-Fernández, M. (2002 Vilar-Fernández, J. M. and Francisco-Fernández, M. 2002. Local polynomial regression smoothers with AR-error structure. TEST, 11(2): 439–464.  [Google Scholar]). Local polynomial regression smoothers with AR-error structure. TEST 11(2):439–464).     

Testing Parameter Constancy in Unit Root Autoregressive Models Against Multiple Continuous Structural Changes

This article considers tests for logistic smooth transition autoregressive (LSTAR) models accommodating multiple time dependent transitions between regimes when the data generating process is a random walk. The asymptotic null distributions of the tests, in contrast to the standard results in Lin and Teräsvirta (1994 Lin , C. F. J. , Teräsvirta , T. ( 1994 ). Testing the constancy of regression parameters against continuous structural change . Journal of Econometrics 62 : 211 – 228 .[Crossref], [Web of Science ®] , [Google Scholar]), are nonstandard. Monte Carlo experiments reveal that the tests have modest size distortions and satisfactory power against LSTAR models with multiple smooth breaks. The tests are applied to Swedish unemployment rates and the hysteresis hypothesis is over-turned in favour of an LSTAR model with two transitions between extreme regimes.     

从SARS看报刊杂志中英汉语码混合的修辞功能

英汉语码混合是中英两种文化接触和结合的产物。本文通过研读各类报刊杂志的英汉语码混合使用现象,指出其特点和形式,探讨了英汉语码混合的修辞功能。     

粉喷桩复合地基在建筑工程中的应用探讨

根据工程实践及有关测试资料分析、探讨了水泥土粉喷极的工程特性及其在本地区建筑工程中的应用实例。     

气流纺开清棉工艺初步探讨

为适应气流纺所使用的低级原棉紧缺的状况,减少纺纱成本,从气流纺配棉和工艺参数调整方面入手,对气流纺开清棉工艺作了分析、改进,更好地实现了利用气流纺设备纺中号、粗号纱,取得了良好经济效益.