Bahadur efficiency and robustness of studentized score tests

We derive the exact Bahadur slopes of studentized score tests for a simple null hypothesis in a one-parameter family of distributions. The Student's t-test is included as a special case for which a recent result of Rukhin (1993, Sankhy Ser. A, 55, 159–163) was improved upon. It is shown that locally optimal Bahadur efficiency for one-sample location models with a known or estimated scale parameter is attained within the class of studentized score tests. The studentized test has an asymptotic null distribution free of the scale parameter, and the optimality of likelihood scores does not depend on the existence of a moment generating function. We also consider the influence function and breakdown point of such tests as part of our robustness investigation. The influence of any studentized score test is bounded from above, indicating certain degree of robustness of validity, but a bounded score function is needed to cap the influence from below and to ensure a high power breakdown point. We find that the standard Huber-type score tests are not only locally minimax in Bahadur efficiency, but also very competitive in global efficiency at a variety of location models.     

Attracting and quasi-invariant sets of stochastic neutral partial functional differential equations

In this article, we investigate a class of stochastic neutral partial functional differential equations. By establishing new integral inequalities, the attracting and quasi-invariant sets of stochastic neutral partial functional differential equations are obtained. The results in [15, 16] are generalized and improved.     

Large Deviations for Stochastic Volterra Equations in the Plane

We prove a Large Deviation Principle for the family of solutions of Volterra equations in the plane obtained by perturbation of the driving white noise. One of the motivations for the study of such class of equations is provided by non-linear hyperbolic stochastic partial differential equations appearing in the construction of some path-valued processes on manifolds. The proof uses the method developped by Azencott for diffusion processes. The main ingredients are exponential inequalities for different classes of two-parameter stochastic integrals; these integrals are related to the representation of the stochastic term in the differential equation as a representable semimatringale.     

Convex concentration for some additive functionals of jump stochastic differential equations

Using forward-backward stochastic calculus, we prove convex concentration inequalities for some additive functionals of the solution of stochastic differential equations with jumps admitting an invariant probability measure. As a consequence, transportation-information inequalities are obtained and bounds on option prices for interest rate derivatives are given as an application.     

Evaluating Improvements for Spacings of Order Statistics

We evaluate sharp upper bounds for the consecutive spacings of order statistics from an i.i.d. sample, measured in scale units generated by various central absolute moments of the parent distribution. The bounds are based on the projection method combined with the Hölder inequalities. We characterize the probability distributions for which the bounds are attained. We also evaluate the so obtained bounds numerically and compare them with other existing bounds.     

On vector variational inequalities

In this paper, we study vector variational inequalities. The concept of weaklyC-pseudomonotone operator is introduced. By employing the Fan lemma, we establish several existence results. The new results extend and unify existence results of vector variational inequalities for monotone operators under a Banach space setting. In particular, existence results for the generalized vector complementarity problem with weaklyC-pseudomonotone operators in Banach space are obtained.This research was partially supported by the National Science Council of the Republic of China under Contract NSC 84-2121-M-110-008.     

Existence results for systems of vector variational-like inequalities

The purpose of this paper is to introduce and study systems of vector variational-like inequalities in Banach spaces. Under certain conditions, some existence results for systems of vector variational-like inequalities in Banach spaces are obtained by Kakutani–Fan–Glicksberg fixed point theorem.     

Generalized Vector Variational Inequalities

In this paper, we introduce a generalized vector variational inequality problem (GVVIP) which extends and unifies vector variational inequalities as well as classical variational inequalities in the literature. The concepts of generalized C-pseudomonotone and generalized hemicontinuous operators are introduced. Some existence results for GVVIP are obtained with the assumptions of generalized C-pseudomonotonicity and generalized hemicontinuity. These results appear to be new and interesting. New existence results of the classical variational inequality are also obtained.     

On Bahadur asymptotic efficiency in a semiparametric regression model

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具有分布时滞的灰色随机非线性系统的鲁棒稳定性

利用灰矩阵的矩阵覆盖集的分解技术和矩阵的范数理论及Lyapunov-K rasovsk ii泛函法,研究了具有分布时滞的灰色随机非线性系统的鲁棒稳定性问题,得到了该系统鲁棒稳定的时滞依赖的线性矩阵不等式(LM Is)判据,并通过数值例子说明了所得的"LM Is判据"的有效性和实用性.     

New optimality conditions for average-payoff continuous-time Markov games in Polish spaces

This paper concerns two-person zero-sum games for a class of average-payoff continuous-time Markov processes in Polish spaces.The underlying processes are determined by transition rates that are allowed to be unbounded,and the payoff function may have neither upper nor lower bounds.We use two optimality inequalities to replace the so-called optimality equation in the previous literature.Under more general conditions,these optimality inequalities yield the existence of the value of the game and of a pair of ...     

Continuity theorems for the M/M/1/n queueing system

In this paper continuity theorems are established for the number of losses during a busy period of the M/M/1/n queue. We consider an M/GI/1/n queueing system where the service time probability distribution, slightly different in a certain sense from the exponential distribution, is approximated by that exponential distribution. Continuity theorems are obtained in the form of one or two-sided stochastic inequalities. The paper shows how the bounds of these inequalities are changed if further assumptions, associated with specific properties of the service time distribution (precisely described in the paper), are made. Specifically, some parametric families of service time distributions are discussed, and the paper establishes uniform estimates (given for all possible values of the parameter) and local estimates (where the parameter is fixed and takes only the given value). The analysis of the paper is based on the level crossing approach and some characterization properties of the exponential distribution. Dedicated to Vladimir Mikhailovich Zolotarev, Victor Makarovich Kruglov, and to the memory of Vladimir Vyacheslavovich Kalashnikov.     

Dynamic output feedback consensus of continuous‐time networked multiagent systems

This article addresses the dynamic output feedback consensus problem of continuous‐time networked multiagent systems. Both a fixed topology and Markovian switching topologies are considered. The consensus algorithms are on the base of the output information of each agent's itself and its neighbors. Some sufficient conditions for consensus of multiagent systems are obtained in forms of bilinear matrix inequalities. The algorithm based on the homotopy continuation method is given to compute the feasible controller gains. Numerical simulations are given to show the effectiveness of the proposed results. © 2014 Wiley Periodicals, Inc. Complexity 20: 35–42, 2015     

截断分布族中估计的渐近有效性（Ⅱ）

本文在一般截断型分布族中给出了参数函数的估计的Ｂａｈａｄｕｒ型渐近有效性的一种定义，验证了常用估计德这种渐近有效性，比较了Ｂａｈａｄｕｒ型与竹内启型渐近有效性之间的关系，系统地给出了具有Ｂａｈａｄｕｒ型但不具竹内启型渐近有效性估计的例子。     

基于动力系统的线性不等式组的解法

本文提出了一种新的求解线性不等式组可行解的方法-基于动力系统的方法．假设线性不等式组的可行域为非空,在可行域的相对内域上建立一个非线性关系表达式,进而得到一个结构简单的动力系统模型．同时,定义了穿越方向。文章最后的数值实验结果表明此算法是有效的．     

Competitors of the Wilcoxon signed rank test

Summary Distribution-free statistics are proposed for one-sample location test, and are compared with the Wilcoxon signed rank test. It is shown that one of the statistics is superior to the Wilcoxon test in terms of approximate Bahadur efficiency. And we compare that statistic with the Wilcoxon test from the viewpoint of asymptotic expansion of power function under contiguous alternatives.     

Efficient Solution Concepts and Their Relations in Stochastic Multiobjective Programming

In this work, different concepts of efficient solutions to problems of stochastic multiple-objective programming are analyzed. We center our interest on problems in which some of the objective functions depend on random parameters. The existence of different concepts of efficiency for one single stochastic problem, such as expected-value efficiency, minimum-risk efficiency, etc., raises the question of their quality. Starting from this idea, we establish some relationships between the different concepts. Our study enables us to determine what type of efficient solutions are obtained by each of these concepts.     

随机时间剩余寿命的分布类性质

得出了随机时间剩余寿命XY的随机比较性质和矩不等式．当Y是指数分布时求出了XY的故障率的界．     

On the Jensen-Steffensen inequality for generalized convex functions

Jensen-Steffensen type inequalities for P-convex functions and functions with nondecreasing increments are presented. The obtained results are used to prove a generalization of ?eby?ev’s inequality and several variants of Hölder’s inequality with weights satisfying the conditions as in the Jensen-Steffensen inequality. A few well-known inequalities for quasi-arithmetic means are generalized.     

求解线性不等式组的方法

本提出了一个新的求解线性不等式组可行解的方法－－无约束极值方法。通过在线性不等式组的非空可行域的相对内域上建立一个非线性极值问题，根据对偶关系，得到了一个对偶空间的无约束极值及原始，对偶变量之间的简单线性映射关系，这样将原来线性不等式组问题的求解转化为一个无约束极值问题。中主要讨论了求解无约束极值问题的共轭梯度算法。同时，在寻找不等式组可行解的过程中，定义了穿越方向，这样大大减少计算量。中最后数值实验结果表明此算法是有效的。