Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part

Recursive and closed form upper bounds are offered for the Kolmogorov and the total variation distance between the standard normal distribution and the distribution of a standardized sum of n independent and identically distributed random variables. The method employed is a modification of the method of compositions along with Zolotarev's ideal metric. The approximation error in the CLT obtained vanishes at a rate O(n^−k/2+1), provided that the common distribution of the summands possesses an absolutely continuous part, and shares the same k−1 (k?3) first moments with the standard normal distribution. Moreover, for the first time, these new uniform Berry-Esseen-type bounds are asymptotically optimal, that is, the ratio of the true distance to the respective bound converges to unity for a large class of distributions of the summands. Thus, apart from the correct rate, the proposed error estimates incorporate an optimal asymptotic constant (factor). Finally, three illustrative examples are presented along with numerical comparisons revealing that the new bounds are sharp enough even to be used in practical statistical applications.     

国内地区间价格水平差异收敛性再检验

由于以CPI与RPI构建的地区间相对价格水平均存在较严重的截面相关性,而类似文献所采用的第一代检验方法无法克服这一问题,故利用第二代检验方法对国内地区间相对价格水平差异的收敛性做了重新检验。结果表明：以CPI构建的地区间相对价格水平在本研究的大多数时间段内均不收敛,而以RPI构建的价格水平仅在部分时间段内趋于收敛,这与类似文献基于第一代检验方法得出的乐观结论形成了鲜明对比。按照地区特征对样本地区进行分组研究,发现相对价格水平倾向于在国内较富裕以及较开放的地区间收敛,而研究结果表明经济增长和通胀水平对地区间价格水平差异收敛性的影响并不确定。     

通信企业"三网融合"方案设计研究

随着经济和技术的发展,传统的业务服务已经不能满足人们的需求,"三网融合"已经成为网络业务发展的必然趋势.通过对"三网融合"国内外现状的研究,分析了当今"三网融合"面临的问题,结合通信企业的实际情况,提出采用分布式流媒体技术进行通信企业"三网融合"方案设计,并针对不同规模通信企业,提出了紧凑型组网、城域网本地组网、多级分布式组网三种组网方案.该"三网融合"设计方案可以有效地节省骨干网带宽、保证QoS,提高用户满意度,对各级通信企业搭建多媒体数据中心具有一定推广作用.     

On Complete Convergence for an Extended Negatively Dependent Sequence

In this article, the Rosenthal-type maximal inequality for extended negatively dependent (END) sequence is provided. By using the Rosenthal type inequality, we present some results of complete convergence for weighted sums of END random variables under mild conditions.     

Statistical Analysis of Parameter Estimation for 2-D Harmonics in Multiplicative and Additive Noise

This article considers the problem of parameter estimation for two dimensional (2-D) multi-component harmonics in non zero-mean multiplicative and additive noise. The least squares estimators (LSEs) are proposed to estimate the coherent model parameters, and some statistical results of the LSEs are obtained, including strong consistency, strong convergence rate, and asymptotic normality. Furthermore, the LSEs-based estimators are proposed to estimate the noncoherent model parameters, and the strong consistency and the asymptotic normality are also proved. Finally, some numerical experiments are performed to see how the asymptotic results work for finite sample sizes.     

Almost Sure Convergence of Weighted Sums for Negatively Associated Random Variables

In this article, let {X₁, …, X_n} be a sequence of negatively associated random variables and {a_ni, 1 ? i ? n, n ? 1} be a triangular array of constants. Several almost sure convergence theorems for the weighted sums ∑ⁿ_{i = 1}a_niX_i are established.     

物流产业融合研究综述与展望

围绕物流产业融合的动因、模式及效应,对现有研究成果进行了系统回顾和总结,并指出现有研究对企业创新活动缺乏深入观察。在此基础上,提出应该结合中国物流产业发展的特殊背景和现实需求,在完善物流产业融合研究框架的同时,加强案例研究和实证研究,以进一步完善物流产业融合的理论与方法体系,并提升研究成果的应用价值。     

Consistency of the recursive nonparametric regression estimation for dependent functional data

We consider the recursive estimation of a regression functional where the explanatory variables take values in some functional space. We prove the almost sure convergence of such estimates for dependent functional data. Also we derive the mean quadratic error of the considered class of estimators. Our results are established with rates and asymptotic appear bounds, under strong mixing condition. Finally, the feasibility of the proposed estimator is illustrated throughout an empirical study.     

地方财政收入的空间非均衡、收敛性与极化研究

利用1994—2012年的中国省际经济数据,对地方财政收入的空间非均衡特征、收敛性与极化进行实证研究,结果表明:地方财政收入具有显著的空间非均衡特征;地方财政收入空间分布的总体差距呈现缩小趋势,其中地区间差距是地方财政收入差距的主要来源;考虑空间相关性前,地方财政收入增长存在绝对β收敛和条件β收敛;考虑空间相关性后,地方财政收入增长的绝对β收敛速度大大上升,条件β收敛速度大大下降;地方财政收入空间极化程度呈现先上升后下降的趋势。     

Estimating monotone convex functions via sequential shape modification

We propose a sequential method to estimate monotone convex functions that consists of: (i) monotone regression via solving a constrained least square (LS) problem and (ii) convexification of the monotone regression estimate via solving a uniform approximation problem with associated constraints. We show that this method is faster than the constrained LS method. The ratio of computation time increases as data size increases. Moreover, we show that, under an appropriate smoothness condition, the uniform convergence rate achieved by the proposed method is nearly comparable to the best achievable rate for a non-parametric estimate which ignores the shape constraint. Simulation studies show that our method is comparable to the constrained LS method in estimation error. We illustrate our method by analysing ground water level data of wells in Korea.