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141.
In this article, we study the precise asymptotic behaviors of the least-squares estimator in the Gaussian autoregressive process. Two kinds of complete moment convergence of this estimator can be obtained by the methods of deviation inequalities for this estimator and nonuniform Berry-Esseen bound for martingales. 相似文献
142.
V. Fakoor 《统计学通讯:理论与方法》2013,42(3):512-519
In this article, we discuss nonparametric estimation of a mean residual life function from length-biased data. Precisely, we prove strong uniform consistency and weak converge of the nonparametric mean residual life estimator in length-biased setting. 相似文献
143.
ABSTRACTIn this article, we study complete convergence of the nonidentically distributed pairwise negatively quadrant dependent (NQD) random sequences by the moment inequality and terminating random variables,which extend and improve the previous relevant results. 相似文献
144.
ABSTRACTIn the article, the complete convergence and complete moment convergence for weighted sums of sequences of random variables satisfying a maximal Rosenthal type inequality are studied. As an application, the Marcinkiewicz–Zygmund type strong law of large numbers is obtained. Our partial results generalize and improve the corresponding ones of Shen (2013). 相似文献
145.
In the context of time-sequential studies, progressively censored tests for a simple regression model based on weighted empirical distributions are considered for ungrouped as well as grouped data situations. Early decision rules based on such tests are formulated. The asymptotic theory of the proposed tests rests on a construction of suitable empirical processes and their convergence (in distribution) to appropriate Gaussian functions. Critical values of the proposed test statistics are obtained by simulation, For a hypothetical example (of practical interest), a comparative study is made for the empirical powers and stopping times for some rival tests. 相似文献
146.
Mukhter M Ali 《统计学通讯:理论与方法》2013,42(5):1321-1343
It i s well known that even if the sample observations are correlated and not normal, the sample mean is normal in 1arge samples. But how large is large? This question i s investigated in this paper. In particular , the relation between the rate of convergence and the correlation property of the observations i s explored. It i s observed that the correlation, in general, retards the rate of convergence. 相似文献
147.
Peihua Qiu 《统计学通讯:理论与方法》2013,42(8):2141-2155
This paper suggests an estimator of the number of jumps of the jump regression functions. The estimator is based on the difference between right and left onesided kernel smoothers. It is proved to be a.s. consistent. Some results about its rate of convergence are also provided. 相似文献
148.
Hengqing Tong 《统计学通讯:理论与方法》2013,42(5):1089-1098
This paper obtains the convergence rates of the empirical Bayes estimators of parameters in the multi-parameter exponential families. The rates can approximate to 0(n=1) arbitrarily. The paper presents the multivariate orthogonal polynomials which are continuous on the total space Rp. 相似文献
149.
We wish to test the null hypothesis if the means of N panels remain the same during the observation period of length T. A quasi-likelihood argument leads to self-normalized statistics whose limit distribution under the null hypothesis is double exponential. The main results are derived assuming that the each panel is based on independent observations and then extended to linear processes. The proofs are based on an approximation of the sum of squared CUSUM processes using the Skorokhod embedding scheme. A simulation study illustrates that our results can be used in case of small and moderate N and T. We apply our results to detect change in the “corruption index”. 相似文献
150.
Robert B. Litterman 《商业与经济统计学杂志》2013,31(1):25-38
The results obtained in five years of forecasting with Bayesian vector autoregressions (BVAR's) demonstrate that this inexpensive, reproducible statistical technique is as accurate, on average, as those used by the best known commercial forecasting services. This article considers the problem of economic forecasting, the justification for the Bayesian approach, its implementation, and the performance of one small BVAR model over the past five years. 相似文献