A two-stage rank test using density estimation

For the one-sample problem, a two-stage rank test is derived which realizes a required power against a given local alternative, for all sufficiently smooth underlying distributions. This is achieved using asymptotic expansions resulting in a precision of orderm ^–1, wherem is the size of the first sample. The size of the second sample is derived through a number of estimators of e. g. integrated squared densities and density derivatives, all based on the first sample. The resulting procedure can be viewed as a nonparametric analogue of the classical Stein's two-stage procedure, which uses at-test and assumes normality for the underlying distribution. The present approach also generalizes earlier work which extended the classical method to parametric families of distributions.     

Asymptotic expansions of the Robbins-Monro process

Assume that the function values f(x) of an unknown regression function f: ℝ → ℝ can be observed with some random error V. To estimate the zero ϑ of f, Robbins and Monro suggested to run the recursion X _n+1 = X _n − a/n Y _n with Y _n = f(X _n ) − V _n . Under regularity assumptions, the normalized Robbins-Monro process, given by (X _n+1 − ϑ)/√Var(X _n+1, is asymptotically standard normal. In this paper Edgeworth expansions are presented which provide approximations of the distribution function up to an error of order o(1/√n) or even o(1/n). As corollaries asymptotic confidence intervals for the unknown parameter ϑ are obtained with coverage probability errors of order O(1/n). Further results concern Cornish-Fisher expansions of the quantile function, an Edgeworth correction of the distribution function and a stochastic expansion in terms of a bivariate polynomial in 1/√n and a standard normal random variable. The proofs of this paper heavily rely on recently published results on Edgeworth expansions for approximations of the Robbins-Monro process.      

Asymptotic expansions for the Sturm-Liouville problem by homotopy perturbation method

The asymptotic formulae for the eigenvalues and eigenfunctions of Sturm-Liouville problem with the Dirichlet boundary conditions when the potential is square integrable on [0, 1] are obtained by using homotopy perturbation method.     

Asymptotic properties of rank tests under discrete distributions

Summary This paper is devoted to problems of rank tests when samples are drawn from purely discrete distributions. There are considered two ways of treatment of ties, and the distribution of the respective test statistics is derived under the hypothesis of randomness and under the contiguous alternative. Furthermore, their asymptotic power and efficiency are established.     

Asymptotic expansions of matrix coefficients: The real rank one case

Let G be a real reductive Lie group of class $\text{H}$, and suppose that the split rank of G is one. We show that the asymptotic expansions of the Eisenstein integrals given in Harish-Chandra (1) give uniform approximation off of a certain naturally defined compact subset of $\text{A}\text{?}$, the unitary dual of A; G = KAN being an Iwasawa decomposition of G.     

非对称线性互补问题的并行二级多分裂迭代法

提出了求解非对称线性互补问题的并行二级多分裂迭代算法,并证明了该算法的收敛性,最后通过数值实验验证了算法的有效性和可行性.     

On Edgeworth expansions for dependency-neighborhoods chain structures and Stein's method

Let W be the sum of dependent random variables, and h(x) be a function. This paper provides an Edgeworth expansion of an arbitrary ``length' for %E{h(W)} in terms of certain characteristics of dependency, and of the smoothness of h and/or the distribution of W. The core of the class of dependency structures for which these characteristics are meaningful is the local dependency, but in fact, the class is essentially wider. The remainder is estimated in terms of Lyapunov's ratios. The proof is based on a Stein's method.Supported in part by NSF grant DMS-98-03623Supported in part by the Russian Foundation of Basic Research, grant # 00-01-00194, and by NSF grant DMS-98-03623Mathematics Subject Classification (2000):Primary 62E20; Secondary 60E05     

Asymptotic efficiency of rank tests of randomness against autocorrelation

Summary This note is concerned with the problem of testing the hypothesisH of randomness against the alternative that the variables are auto-correlated. Two rank tests ofH are considered and their asymptotic efficiencies relative to the classical normal theory tests are obtained. This research was supported in part by National Science Foundation Grant MCS79 03716 and Office of U.S. Naval Research Contract No. N00014 80 C 0163.     

Asymptotic expansions for trace functionals

We obtain Taylor approximations for functionals V?Tr(f(_H0+V))$V?\mathrm{Tr}(f(H_0+V))$ defined on the bounded self-adjoint operators, where _H0$H_0$ is a self-adjoint operator with compact resolvent and f is a sufficiently nice scalar function, relaxing assumptions on the operators made in [17], and derive estimates and representations for the remainders of these approximations.     

Asymptotic expansions for conditional distributions

It is shown that—under appropriate regularity conditions—the conditional distribution of the first p components of a normalized sum of i.i.d. m-dimensional random vectors, given the complementary subvector, admits a Chebyshev-Cramér asymptotic expansion of order $\text{o(n}{}^{\mathrm{<mtext>?(s?2)</mtext><mtext>2</mtext>}}\text{)}$, uniformly over all Borelsets in $\text{R}$^p and uniformly in a region of the conditioning subvector that includes moderate deviations.     

Asymptotic expansions for parabolic systems

We consider a parabolic system in a half space. A theorem, similar to one proved by Meyers and Pazy for elliptic equations outside the unit ball is proved, namely, if the coefficients, the right side, and the initial conditions of the parabolic system have asymptotic expansions at infinity with respect to the space variable, then so does the solution of the corresponding Cauchy problem. Some generalizations and examples are given.     

Symmetrized approximate score rank tests for the two-sample case

Rank test statistics for the two-sample problem are based on the sum of the rank scores from either sample. However, a critical difference can occur when approximate scores are used since the sum of the rank scores from sample 1 is not equal to minus the sum of the rank scores from sample 2. By centering and scaling as described in Hajek and Sidak (1967, Theory of Rank Tests, Academic Press, New York) for the uncensored data case the statistics computed from each sample become identical. However such symmetrized approximate scores rank statistics have not been proposed in the censored data case. We propose a statistic that treats the two approximate scores rank statistics in a symmetric manner. Under equal censoring distributions the symmetric rank tests are efficient when the score function corresponds to the underlying model distribution. For unequal censoring distributions we derive a useable expression for the asymptotic variance of our symmetric rank statistics.     

Asymptotic expansions for degenerate parabolic equations

We prove asymptotic convergence results for some analytical expansions of solutions to degenerate PDEs with applications to financial mathematics. In particular, we combine short-time and global-in-space error estimates, previously obtained in the uniformly parabolic case, with some a priori bounds on “short cylinders”, and we achieve short-time asymptotic convergence of the approximate solution in the degenerate parabolic case.     

Asymptotic error expansions for hypersingular integrals

This paper presents quadrature formulae for hypersingular integrals $\int_a^b\frac{g(x)}{|x-t|^{1+\alpha }}\mathrm{d}x$ , where a?<?t?<?b and 0?<?α?≤?1. The asymptotic error estimates obtained by Euler–Maclaurin expansions show that, if g(x) is 2m times differentiable on [a,b], the order of convergence is O(h ^2μ ) for α?=?1 and O(h ^2μ???α ) for 0?<?α?<?1, where μ is a positive integer determined by the integrand. The advantages of these formulae are as follows: (1) using the formulae to evaluate hypersingular integrals is straightforward without need of calculating any weight; (2) the quadratures only involve g(x), but not its derivatives, which implies these formulae can be easily applied for solving corresponding hypersingular boundary integral equations in that g(x) is unknown; (3) more precise quadratures can be obtained by the Richardson extrapolation. Numerical experiments in this paper verify the theoretical analysis.     

Asymptotic expansions for anisotropic heat kernels

We obtain the asymptotic expansion of the solutions of some anisotropic heat equations when the initial data belong to polynomially weighted L ^p -spaces. We mainly address two model examples. In the first one, the diffusivity is of order two in some variables but higher in the other ones. In the second one, we consider the heat equation on the Heisenberg group.     

Asymptotic expansions for currents caused by small interface changes of an electromagnetic inclusion

We consider solutions to the Helmholtz equation in two dimensions. The aim of this article is to advance the development of high-order asymptotic expansions for boundary perturbations of currents caused by small perturbations of the shape of an inhomogeneity with 𝒞²-boundary. The work represents a natural completion of Ammari et al. [H. Ammari, H. Kang, M. Lim, and H. Zribi, Conductivity interface problems. Part I: Small perturbations of an interface, Trans. Am. Math. Soc. 363 (2010), pp. 2901–2922], where the solution for the Helmholtz equation is represented by a system and the proof of our asymptotic expansion is radically different from Ammari et al. (2010). Our derivation is rigorous and is based on the field expansion method. Its proof relies on layer potential techniques. It plays a key role in developing effective algorithms to determine certain properties of the shape of an inhomogeneity based on boundary measurements.     

Asymptotic expansions using blow-up

The method of matched asymptotic expansions and geometric singular perturbation theory are the most common and successful approaches to singular perturbation problems. In this work we establish a connection between the two approaches in the context of the simple fold problem. Using the blow-up technique [5], [12] and the tools of geometric singular perturbation theory we derive asymptotic expansions of slow manifolds continued beyond the fold point. Our analysis explains the structure of the expansion and gives an algorithm for computing its coefficients.*Research supported by the Austrian Science Foundation under grant Y 42-MAT.Received: February 1, 2001; revised: November 22, 2002     

Convergence rates for two-stage confidence intervals based on U-statistics

We consider a modified two-stage procedure for constructing a fixed-width confidence interval for the mean of a U-statistic. First, we discuss a few asymptotic results with the associated rates of convergence. The main result gives the rate of convergence for the coverage probability of our proposed confidence interval which is seen to be slower than that for the purely sequential procedure.