Estimation of Hazard, Density and Survivor Functions for Randomly Censored Data

Maximum likelihood estimation and goodness-of-fit techniques are used within a competing risks framework to obtain maximum likelihood estimates of hazard, density, and survivor functions for randomly right-censored variables. Goodness-of- fit techniques are used to fit distributions to the crude lifetimes, which are used to obtain an estimate of the hazard function, which, in turn, is used to construct the survivor and density functions of the net lifetime of the variable of interest. If only one of the crude lifetimes can be adequately characterized by a parametric model, then semi-parametric estimates may be obtained using a maximum likelihood estimate of one crude lifetime and the empirical distribution function of the other. Simulation studies show that the survivor function estimates from crude lifetimes compare favourably with those given by the product-limit estimator when crude lifetimes are chosen correctly. Other advantages are discussed.     

WEIGHTED SUMS OF NEGATIVELY ASSOCIATED RANDOM VARIABLES

In this paper, we establish strong laws for weighted sums of negatively associated (NA) random variables which have a higher‐order moment condition. Some results of Bai Z.D. & Cheng P.E. (2000) [Marcinkiewicz strong laws for linear statistics. Statist. and Probab. Lett. 43, 105–112,] and Sung S.K. (2001) [Strong laws for weighted sums of i.i.d. random variables, Statist. and Probab. Lett. 52, 413–419] are sharpened and extended from the independent identically distributed case to the NA setting. Also, one of the results of Li D.L. et al. (1995) [Complete convergence and almost sure convergence of weighted sums of random variables. J. Theoret. Probab. 8, 49–76,] is complemented and extended.     

The k-factor GARMA Process with Infinite Variance Innovations

In this article, we develop the theory of k-factor Gegenbauer Autoregressive Moving Average (GARMA) process with infinite variance innovations which is a generalization of the stable seasonal fractional Autoregressive Integrated Moving Average (ARIMA) model introduced by Diongue et al. (2008 Diongue, A.K., Guégan, D. (2008). Estimation of k-Factor GIGARCH Process: A Monte Carlo Study. Communications in Statistics-Simulation and Computation 37:2037–2049.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]). Stationarity and invertibility conditions of this new model are derived. Conditional Sum of Squares (CSS) and Markov Chains Monte Carlo (MCMC) Whittle methods are investigated for parameter estimation. Monte Carlo simulations are also used to evaluate the finite sample performance of these estimation techniques. Finally, the usefulness of the model is corroborated with the application to streamflow data for Senegal River at Bakel.     

驳精神损害赔偿限额论

精神损害赔偿的主要功能在于填补受害人因此而受到的损害,使其得到抚慰,以便能开始新生活。因此,精神损害赔偿应本着“全面赔偿损害”的原则,不能脱离实际人为地限定数额。     

Closure property of consistently varying random variables based on precise large deviation principles

Let X = {X₁, X₂, …} be a sequence of independent but not necessarily identically distributed random variables, and let η be a counting random variable independent of X. Consider randomly stopped sum S_η = ∑^η_{k = 1}X_k and random maximum S_(η) ? max?{S₀, …, S_η}. Assuming that each X_k belongs to the class of consistently varying distributions, on the basis of the well-known precise large deviation principles, we prove that the distributions of S_η and S_(η) belong to the same class under some mild conditions. Our approach is new and the obtained results are further studies of Kizinevi?, Sprindys, and ?iaulys (2016) and Andrulyt?, Manstavi?ius, and ?iaulys (2017).     

Randomly weighted sums of linearly wide quadrant-dependent random variables with heavy tails

This paper investigates tail behavior of the randomly weighted sum ∑ⁿ_{k = 1}θ_kX_k and reaches an asymptotic formula, where X_k, 1 ? k ? n, are real-valued linearly wide quadrant-dependent (LWQD) random variables with a common heavy-tailed distribution, and θ_k, 1 ? k ? n, independent of X_k, 1 ? k ? n, are n non-negative random variables without any dependence assumptions. The LWQD structure includes the linearly negative quadrant-dependent structure, the negatively associated structure, and hence the independence structure. On the other hand, it also includes some positively dependent random variables and some other random variables. The obtained result coincides with the existing ones.     

零余额账户实施过程中存在的问题和改进建议

我国财政制度正进行重大改革 ,以部门预算为基础 ,实行国库集中收付 ,推行政府采购。其中国库集中支付是财政改革的重点 ,包括财政直接支付和财政授权支付。后者以预算单位建立零余额账户为依托进行核算 ,在实际操作过程中存在许多问题 ,文章对主要问题进行分析与讨论 ,并提出了解决问题的方法。     

作修饰语的"中国"之英译

对"中国"作为修饰语时的广泛使用给予关注,探讨了它的使用规律,并总结和归纳了多种英译表达方式.     

Sum,product and ratio of Pareto and gamma variables

The exact distributions of X+Y, X Y and X/(X+Y) are studied when X and Y are independent Pareto and gamma random variables. Applications are discussed, to real problems in clinical trials, computer networks and economics.