Weak Convergence of Weighted Empirical U-Statistics Processes for Dependent Random Variables

A weak convergence of the weighted empirical U-statistic with respect to the Skorohod topology is obtained for absolutely regular random variables. It is a generalization of the results of F. H, Ruymgaart and M. C. A. van Zuijlen (1991, J. Statist. Plann. Inference) for i.i.d. random variables.     

Lp-Approximable Sequences of Vectors and Limit Distribution of Quadratic Forms of Random Variables

The properties of L₂-approximable sequences established here form a complete toolkit for statistical results concerning weighted sums of random variables, where the weights are nonstochastic sequences approximated in some sense by square-integrable functions and the random variables are “two-wing” averages of martingale differences. The results constitute the first significant advancement in the theory of L₂-approximable sequences since 1976 when Moussatat introduced a narrower notion of L₂-generated sequences. The method relies on a study of certain linear operators in the spaces L_p and l_p. A criterion of L_p-approximability is given. The results are new even when the weight generating function is identically 1. A central limit theorem for quadratic forms of random variables illustrates the method.     

LLN for Quadratic Forms of Long Memory Time Series and Its Applications in Random Matrix Theory

We obtain a weak law of large numbers for quadratic forms of a stationary regular time series, imposing no rate of convergence to zero of its covariance function. We show how this law can be applied in proving universality properties of limiting spectral distributions of sample covariance matrices. In particular, we give another derivation of a recent result of Merlevède and Peligrad, who studied sample covariance matrices generated by IID samples of long memory time series.     

Exceptional Integers for Binary Quadratic Forms

An integer m is said to be exceptional for a binary quadratic form if m is representable by a form from the genus of but not by the form itself. An asymptotic distribution law for exceptional integers is proved. Bibliography: 3 titles.     

Approximations for multivariate U-statistics

Edgeworth approximations for multivariate U-statistics hold up to the order o(n^−1/2) under moment conditions and the assumption that the projection of the U-statistic to sums of i.i.d. random vectors is strongly nonlattice.     

Weighted bootstrap for U-statistics

In this paper we investigate the weighted bootstrap for U-statistics and its properties. Under very general choices of random weights and certain regularity conditions, we show that the weighted bootstrap method with U-statistics provides second-order accurate approximations to the distribution of U-statistics. We shall prove this via one-term Edgeworth expansions of weighted U-statistics.     

随机变量二次型的协方差在混合效应模型中的应用

本文提出方差分量ANOVA估计的一种改进方法, 证明了对于一般的方差分量模型, 只要方差分量的ANOVA估计存在就可以通过此方法给出其改进形式, 并且在均方误差意义下优于ANOVA估计. 特别地, 对于单向分类随机效应模型, Kelly和Mathew^[1]对ANOVA估计的改进就是我们提出的改进方法的特殊形式, 这也给出了此类改进估计在均方误差意义下优于ANOVA估计的另一种合理的解释. 同时, 本文又将此思想应用到对谱分解估计的改进上. 本文应用协方差的简单性质证明了对带有一个随机效应的方差分量模型, 当随机效应的协方差阵只有一个非零特征值时, 随机效应方差分量谱分解估计在均方误差意义下总是优于ANOVA估计. 本文最后将第三节的结论推广到广义谱分解估计下, 同时给出广义谱分解估计待定系数的一个合理的取值.     

A Second Descent Problem for Quadratic Forms

Let F be a field of characteristic different from 2. We discuss a new descent problem for quadratic forms, complementing the one studied by Kahn and Laghribi. More precisely, we conjecture that for any quadratic form q over F and any Im(W(F) W(F(q))), there exists a quadratic form W(F) such that dim 2 dim and _F(q), where F(q) is the function field of the projective quadric defined by q = 0. We prove this conjecture for dim 3 and any q, and get partial results for dim {4, 5,6}. We also give other related results.     

Association Schemes of Quadratic Forms and Symmetric Bilinear Forms

Let X _n and Y _n be the sets of quadratic forms and symmetric bilinear forms on an n-dimensional vector space V over , respectively. The orbits of GL _n( ) on X _n × X _n define an association scheme Qua(n, q). The orbits of GL _n( ) on Y _n × Y _n also define an association scheme Sym(n, q). Our main results are: Qua(n, q) and Sym(n, q) are formally dual. When q is odd, Qua(n, q) and Sym(n, q) are isomorphic; Qua(n, q) and Sym(n, q) are primitive and self-dual. Next we assume that q is even. Qua(n, q) is imprimitive; when (n, q) (2,2), all subschemes of Qua(n, q) are trivial, i.e., of class one, and the quotient scheme is isomorphic to Alt(n, q), the association scheme of alternating forms on V. The dual statements hold for Sym(n, q).     

A Random Effect Block Bootstrap for Clustered Data

Random effects models for hierarchically dependent data, for example, clustered data, are widely used. A popular bootstrap method for such data is the parametric bootstrap based on the same random effects model as that used in inference. However, it is hard to justify this type of bootstrap when this model is known to be an approximation. In this article, we describe a random effect block bootstrap approach for clustered data that is simple to implement, free of both the distribution and the dependence assumptions of the parametric bootstrap, and is consistent when the mixed model assumptions are valid. Results based on Monte Carlo simulation show that the proposed method seems robust to failure of the dependence assumptions of the assumed mixed model. An application to a realistic environmental dataset indicates that the method produces sensible results. Supplementary materials for the article, including the data used for the application, are available online.     

On Quadratic Forms Between Spheres

For a quadratic form f: S^m Sⁿ, we first estimate the dimensions of its preimages and determine the cases when the upper bound is achieved. Combining results of Wood and Yiu, we then derive a complete classification of f when m 2n-2. By using orthogonal multiplication, we also introduce a new construction of quadratic forms between spheres, generalizing the classical Hopf construction.     

Quadratic and Symmetric Bilinear Compositions of Quadratic Forms Over Commutative Rings

Over commutative rings in which 2 is a zero-divisor, to compose a quadratic form with symmetric bilinear forms or with quadratic forms is not quite the same. In this article, the relation between the two classes of compositions is clarified and the results applied to find the ranks of minimal compositions.     

Splitting Patterns and Invariants of Quadratic Forms

Let φ be an anisotropic quadratic form over a field F of characteristic not 2. The splitting pattern of φ is defined to be the increasing sequence of nonnegative integers obtained by considering the Witt indices i_W(φ_k) of φ over K where K ranges over all field extensions of F. Restating earlier results by HURRELBRINK and REHMANN , we show how the index of the Clifford algebra of φ influences the splitting pattern. In the case where F is formally real, we investigate how the signatures of φ influence the splitting behaviour. This enables us to construct certain splitting patterns which have been known to exist, but now over much “simpler” fields like formally real global fields or ?(t). We also give a full classification of splitting patterns of forms of dimension less than or equal to 9 in terms of properties of the determinant and Clifford invariant. Partial results for splitting patterns in dimensions 10 and 11 are also provided. Finally, we consider two anisotropic forms φ and φ of the same dimension m with φ ? ? φ ∈ Iⁿ F and give some bounds on m depending on n which assure that they have the same splitting pattern.     

Asymptotic Distribution of Quadratic Forms and Applications

We consider the quadratic formsQ X _j X _k+ (X _j ² -E X _j ² )where X _j are i.i.d. random variables with finite sixth moment. For a large class of matrices (a _jk ) the distribution of Q can be approximated by the distribution of a second order polynomial in Gaussian random variables. We provide optimal bounds for the Kolmogorov distance between these distributions, extending previous results for matrices with zero diagonals to the general case. Furthermore, applications to quadratic forms of ARMA-processes, goodness-of-fit as well as spacing statistics are included.     

Convex Pencils of Real Quadratic Forms

We study the topology of the set X of the solutions of a system of two quadratic inequalities in the real projective space ?P ⁿ (e.g. X is the intersection of two real quadrics). We give explicit formulas for its Betti numbers and for those of its double cover in the sphere S ⁿ ; we also give similar formulas for level sets of homogeneous quadratic maps to the plane. We discuss some applications of these results, especially in classical convexity theory. We prove the sharp bound b(X)??2n for the total Betti number of X; we show that for odd n this bound is attained only by a singular?X. In the nondegenerate case we also prove the bound on each specific Betti number b _k (X)??2(k+2).     

Asymptotic Expansions in Non-central Limit Theorems for Quadratic Forms

We consider quadratic forms of the type