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1.
Xinwei Feng 《统计学通讯:模拟与计算》2016,45(5):1676-1688
In this article, we deal with anticipated backward stochastic differential equation with reflecting boundary. The existence and uniqueness of solution is obtained for equation with Lipschitz and non-Lipschitz generator. 相似文献
2.
A. K. Basu 《Revue canadienne de statistique》1980,8(2):235-247
Large O and small o approximations of the expected value of a class of functions (modified K-functional and Lipschitz class) of the normalized partial sums of dependent random variables by the expectation of the corresponding functions of infinitely divisible random variables have been established. As a special case, we have obtained rates of convergence to the Stable Limit Laws and to the Weak Laws of Large Numbers. The technique used is the conditional version of the operator method of Trotter and the Taylor expansion. 相似文献
3.
在一致光滑Banach空间中研究用Ishikawa迭代过程来逼近一类广义LipschitzΦ-拟增生算子方程解的收敛问题。所得结果改进和推广了已知相应的结果。 相似文献
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The rate of convergence in the central limit theorem and in the random central limit theorem for some functions of U-statistics are established. The theorems refer to the asymptotic behaviour of the sequence {g(Un),n≥1}, where g belongs to the class
of all differentiable functions g such that g′εL(δ) and Un is a U-statistics. 相似文献
6.
Consider the regression model Yi= g(xi) + ei, i = 1,…, n, where g is an unknown function defined on [0, 1], 0 = x0 < x1 < … < xn≤ 1 are chosen so that max1≤i≤n(xi-xi- 1) = 0(n-1), and where {ei} are i.i.d. with Ee1= 0 and Var e1 - s?2. In a previous paper, Cheng & Lin (1979) study three estimators of g, namely, g1n of Cheng & Lin (1979), g2n of Clark (1977), and g3n of Priestley & Chao (1972). Consistency results are established and rates of strong uniform convergence are obtained. In the current investigation the limiting distribution of &in, i = 1, 2, 3, and that of the isotonic estimator g**n are considered. 相似文献
7.
宋威 《湖南文理学院学报(社会科学版)》1995,(3)
本文把关于仅含不等式约束的非光滑数学规划的一种最优性充要条件推广为含有等式约束的情况。 相似文献
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In this paper we explore statistical properties of some difference-based approaches to estimate an error variance for small sample based on nonparametric regression which satisfies Lipschitz condition. Our study is motivated by Tong and Wang (2005), who estimated error variance using a least squares approach. They considered the error variance as the intercept in a simple linear regression which was obtained from the expectation of their lag-k Rice estimator. Their variance estimators are highly dependent on the setting of a regressor and weight of their simple linear regression. Although this regressor and weight can be varied based on the characteristic of an unknown nonparametric mean function, Tong and Wang (2005) have used a fixed regressor and weight in a large sample and gave no indication of how to determine the regressor and the weight. In this paper, we propose a new approach via local quadratic approximation to determine this regressor and weight. Using our proposed regressor and weight, we estimate the error variance as the intercept of simple linear regression using both ordinary least squares and weighted least squares. Our approach applies to both small and large samples, while most existing difference-based methods are appropriate solely for large samples. We compare the performance of our approach with other existing approaches using extensive simulation study. The advantage of our approach is demonstrated using a real data set. 相似文献
9.
徐侃 《湖北师范学院学报(哲学社会科学版)》1993,(3)
本文利用随机积分压缩函数的方法讨论两指标Volterra—ItO方程 X(Z)=φ(Z)+∫_(R_zK(Z,ξ)f_1(ξ,X(ξ)dξ)+∫_(R_zf_2(ξ,X(ξ))dB(ξ)),Z∈R_+~2其中B(Z)是平面上Win-ner—Yeh过程。在较Lip更一般的条件下,得到解的存在唯一性。 相似文献
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