共查询到20条相似文献,搜索用时 78 毫秒
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该文将Hrdle和Tsybakov的结果推广到数据来自α-混合的严平稳序列的情形,得到了估计的相合性和渐近正太性.在小样本的情形下给出了随机模拟结果,以检查所提出估计的表现. 相似文献
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利用前人获得的α-混合序列部分和乘积的渐近分布的结果,对一般的边界函数和拟权函数得到了α-混合序列部分和乘积的精确渐近性的一般形式. 相似文献
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φ-混合样本下,当响应变量满足随机缺失机制时,利用回归填补方法填补缺失的数据,在此基础上给出了线性模型回归系数的估计,并在一定的条件下证明了估计的渐近正态性. 相似文献
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相依样本分布函数和回归函数核估计的强收敛性及其速度 总被引:1,自引:0,他引:1
本文讨论样本为φ-混合和α-混合时分布函数核估计的强相合性.在α-混合时讨论其收敛速度,我们的结果与i.i.d.情况相一致,从而改进了[2]中的结论。同时,本文还在ρ-混合下,讨论回归函数核估计的强收敛性及收敛速度,其结果接近于独立情形。 相似文献
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平稳过程条件密度的双重核估计 总被引:1,自引:0,他引:1
本文在样本序列为平稳、φ-混合情形下研究了赵林城和刘志军提出的条件密度f(y|x)的双重核估计fn(y|x)的逐点强相合性和渐近正态性。我们对混合系数φ的限制是很弱的。 相似文献
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薛留根 《高校应用数学学报(A辑)》1991,6(4):591-603
本文在样本序列为平稳φ-混合的情形下,研究了条件密度f(y|x)的通常的和递推形式的双重核估计的强相合性,并给出了它们的强收敛速度以及渐近分布. 相似文献
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本文研究强混合样本下随机设计情形线性模型的经验似然推断,将分块技术应用到经验似然方法中,证明了线性模型的参数β的对数经验似然比统计量的渐近分布为卡方分布,由此构造了强混合样本下β的经验似然置信区间.在有限样本情况下给出数值模拟结果. 相似文献
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This paper deals with the conditional quantile estimation based on left-truncated and right-censored data.Assuming that the observations with multivariate covariates form a stationary α-mixing sequence,the authors derive the strong convergence with rate,strong representation as well as asymptotic normality of the conditional quantile estimator.Also,a Berry-Esseen-type bound for the estimator is established.In addition,the finite sample behavior of the estimator is investigated via simulations. 相似文献
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对于混合分布模型$H=\lambda F+(1-\lambda)G$, 构造了在右随机截断下混合分布系数$\lambda$的估计量$\wh{\lambda}$, 并证明了$\wh{\lambda}$的渐进正态性. 相似文献
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本文考虑纵向数据下半参数回归模型: $y_{ij}=x_{ij}'\beta+g(t_{ij})+e_ij},\;i=1,\cdots,m,\;j=1,\cdots,n_i$. 基于最小二乘法和一般的非参数权函数方法给出了模型中参数$\beta$和回归函数$g(\cdot)$的估计, 并在适当条件下证明了$\beta$估计量的渐近正态性和$g(\cdot)$估计量的最优收敛速度\bd 模拟结果表明我们的估计方法在有限样本情形有良好的效果 相似文献
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The moment estimator has been widely used in extreme value theory in order to estimate the extreme value index, however it is not location invariant. In this paper, based on the moment-type estimator, we propose a new location invariant moment-type estimator,and discuss its asymptotic normality under the second order regular variation. Finally, a simulation is presented to compare this new estimator with another location invariant momenttype estimator γ_n~M(k_0, k) proposed by Ling, which indicates that the new estimator has good performances. 相似文献
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Sung Kyun Kim Sung Lai Kim Yu Seon Jang 《Journal of Applied Mathematics and Computing》2004,15(1-2):147-158
Sufficient conditions are given under which a generalized class of kernel-type estimators allows asymptotic approximation on the modulus of continuity. This generalized class includes sample distribution function, kernel-type estimator of density function, and an estimator that may apply to the censored case. In addition, an application is given to asymptotic normality of recursive density estimators of density function at an unknown point. 相似文献
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Chuixiang Zhou 《应用数学年刊》2017,33(4):428-439
A graph G is k-triangular if each of its edge is contained in at least k triangles. It is conjectured that every 4-edge-connected triangular graph admits a nowhere-zero 3-flow. A triangle-path in a graph G is a sequence of distinct triangles T_1 T_2··· T_k in G such that for 1 ≤ i ≤ k-1, |E(T_i) ∩ E(T_(i+1))| = 1 and E(T_i) ∩ E(T_j) = ? if j i + 1. Two edges e, e′∈ E(G) are triangularly connected if there is a triangle-path T_1, T_2, ···, T_k in G such that e ∈ E(T_1)and e′∈ E(T_k). Two edges e, e′∈ E(G) are equivalent if they are the same,parallel or triangularly connected. It is easy to see that this is an equivalent relation. Each equivalent class is called a triangularly connected component.In this paper, we prove that every 4-edge-connected triangular graph G is Z_3-connected, unless it has a triangularly connected component which is not Z_3-connected but admits a nowhere-zero 3-flow. 相似文献
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THE CONSISTENCY AND ASYMPTOTIC NORMALITY OF NEAREST NEIGHBOR DENSITY ESTIMATOR UNDER α-MIXING CONDITION 总被引:1,自引:0,他引:1
We investigate the consistency and asymptotic normality of nearest-neighbor density estimator of a sample data process based on α-mixing assumption. We extend the correspondent result under independent identical cases. 相似文献
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广义线性回归拟似然估计的渐近正态性 总被引:7,自引:0,他引:7
研究了形如n∑i=1xi(yi-μ(xi′β))=0拟似然方程,在一定的条件下证明了拟似然估计βn的渐近正态性;并进一步证明了可用于β0大样本统计推断的渐近正态性结果. 相似文献