An empirical likelihood goodness-of-fit test for time series

Summary. Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric alternatives are based on residuals arising from a fitted model. When a parametric regression model is compared with a nonparametric model, goodness-of-fit testing can be naturally approached by evaluating the likelihood of the parametric model within a nonparametric framework. We employ the empirical likelihood for an α -mixing process to formulate a test statistic that measures the goodness of fit of a parametric regression model. The technique is based on a comparison with kernel smoothing estimators. The empirical likelihood formulation of the test has two attractive features. One is its automatic consideration of the variation that is associated with the nonparametric fit due to empirical likelihood's ability to Studentize internally. The other is that the asymptotic distribution of the test statistic is free of unknown parameters, avoiding plug-in estimation. We apply the test to a discretized diffusion model which has recently been considered in financial market analysis.     

Uniformly strong consistency and Berry-Esseen bound of frequency polygons for α-mixing samples

In this article, the frequency polygon investigated by Scott is studied as a nonparametric estimator for α-mixing samples. By some known exponent and moment inequalities, we obtain the uniformly strong consistency and Berry-Esseen bound of the estimator. The present results relax the relevant conditions used by Carbon et al. Furthermore, the convergence rate of the uniformly asymptotic normality is derived, which is O(n^{? 1/11}) under the given conditions.     

Wavelet Estimator in Nonparametric Regression Model with Dependent Error’s Structure

In this article, we consider a nonparametric regression model with replicated observations based on the dependent error’s structure, for exhibiting dependence among the units. The wavelet procedures are developed to estimate the regression function. The moment consistency, the strong consistency, strong convergence rate and asymptotic normality of wavelet estimator are established under suitable conditions. A simulation study is undertaken to assess the finite sample performance of the proposed method.     

村民自治中“指导权”与“领导权”问题初探

村级公共权力是村级民主政治系统的核心要素,其稳定运行和有效行使对村级民主政治具有重要意义。村级民主政治系统运行过程中出现的诸多现象,可以从村级公共权力角度进行解释,制约村级公共权力运行的因素势必也是制约村级民主政治系统运行的因素。当前,“指导权”和“领导权”运行过程中出现的问题成为制约村级公共权力运行的首要原因。     

Precise large deviations for φ-mixing and UND random variables with long-tailed distributions

In this paper, we investigate the precise large deviations for sums of φ-mixing and UND random variables with long-tailed distributions. The asymptotic relations for non random sum and random sum of random variables with long-tailed distributions are obtained.     

Inference for the scale parameter of lifetime distribution of k-unit parallel system based on progressively censored data

In this paper, inference for the scale parameter of lifetime distribution of a k-unit parallel system is provided. Lifetime distribution of each unit of the system is assumed to be a member of a scale family of distributions. Maximum likelihood estimator (MLE) and confidence intervals for the scale parameter based on progressively Type-II censored sample are obtained. A β-expectation tolerance interval for the lifetime of the system is obtained. As a member of the scale family, half-logistic distribution is considered and the performance of the MLE, confidence intervals and tolerance intervals are studied using simulation.     

局部环上典型群的非双曲型

引入域上典型群的生成问题所得的成果；对局部环R上典型群生成问题研究，构造度量函数及一平延，为局部环R上典型群向域F上的典型群导入，给出典型群的非双曲型．     

Semiparametric Regression Smoothing of Non-linear Time Series

In this paper, we consider using a semiparametric regression approach to modelling non-linear autoregressive time series. Based on a finite series approximation to non-parametric components, an adaptive selection procedure for the number of summands in the series approximation is proposed. Meanwhile, a large sample study is detailed and a small sample simulation for the Mackey–Glass system is presented to support the large sample study.     

Normalité asymptotique d'estimateurs convergents du mode conditionnel

We state sufficient conditions for asymptotic normality of convergent estimates of the conditional mode, irrespective of data dependence, and give an application to α-mixing stationary processes.     

基于矩阵打分值和化学位移值预测酶蛋白质中β-发夹模体

酶是一类具有催化功能的蛋白质,对其结构和功能的研究是非常有必要的。特殊模体β-发夹是一种简单的超二级结构,它们包含了丰富的折叠信息,对酶中β-发夹的预测有助于酶结构和功能的预测。本文建立了非冗余的β-发夹模体数据集,包含1080条酶蛋白质链,2818个β-发夹模体,1098个非β-发夹。提取位点亲疏水组分及位点亲疏水紧邻关联组分作为参数,运用矩阵打分算法得到的预测结果不理想。将位点亲疏水、位点亲疏水紧邻关联组分为参数得到的打分值和平均化学位移值共同作为特征参数,输入支持向量机算法对模体进行预测,5交叉检验预测总精度是81.8%,相关系数达到了0.636。