This paper considers large sample inference for the regression parameter in a partially linear regression model with longitudinal data andα-mixing errors.The authors introduce an estimated empirical likelihood for th...This paper considers large sample inference for the regression parameter in a partially linear regression model with longitudinal data andα-mixing errors.The authors introduce an estimated empirical likelihood for the regression parameter and show that its limiting distribution is a mixture of central chi-squared distributions.Also,the authors derive an adjusted empirical likelihood method which is shown to have a central chi-square limiting distribution.A simulation study is carried out to assess the performance of the empirical likelihood method.展开更多
Let X1,X2,...be a sequence of independent random variables(r.v.s) belonging to the domain of attraction of a normal or stable law.In this paper,we study moderate deviations for the self-normalized sum ∑ni=1 Xi/Vn,p,w...Let X1,X2,...be a sequence of independent random variables(r.v.s) belonging to the domain of attraction of a normal or stable law.In this paper,we study moderate deviations for the self-normalized sum ∑ni=1 Xi/Vn,p,where Vn,p =(∑ni=1 |Xi|p)1/p(p>1).Applications to the self-normalized law of the iterated logarithm,Studentized increments of partial sums,t-statistic,and weighted sum of independent and identically distributed(i.i.d.) r.v.s are considered.展开更多
Under some conditions on probability, this note discusses the equivalence between the complete convergence and the law of large number for B-valued independent random elements. The results of [10] become a simple coro...Under some conditions on probability, this note discusses the equivalence between the complete convergence and the law of large number for B-valued independent random elements. The results of [10] become a simple corollary of the results here. At the same time, the author uses them to investigate the equivalence of strong and weak law of large numbers, and there exists an example to show that the conditions on probability are weaker.展开更多
基金supported by the National Natural Science Foundation of China under Grant Nos.11271286,11271286,71171003,and 11226218Provincial Natural Science Research Project of Anhui Colleges under Grant No.KJ2011A032Anhui Provincial Natural Science Foundation under Grant Nos.1208085QA04 and 10040606Q03
文摘This paper considers large sample inference for the regression parameter in a partially linear regression model with longitudinal data andα-mixing errors.The authors introduce an estimated empirical likelihood for the regression parameter and show that its limiting distribution is a mixture of central chi-squared distributions.Also,the authors derive an adjusted empirical likelihood method which is shown to have a central chi-square limiting distribution.A simulation study is carried out to assess the performance of the empirical likelihood method.
基金supported by Hong Kong Research Grant Committee (Grant Nos.HKUST6019/10P and HKUST6019/12P)National Natural Science Foundation of China (Grant Nos. 10871146 and 11271286)the National University of Singapore (Grant No. R-155-000-106-112)
文摘Let X1,X2,...be a sequence of independent random variables(r.v.s) belonging to the domain of attraction of a normal or stable law.In this paper,we study moderate deviations for the self-normalized sum ∑ni=1 Xi/Vn,p,where Vn,p =(∑ni=1 |Xi|p)1/p(p>1).Applications to the self-normalized law of the iterated logarithm,Studentized increments of partial sums,t-statistic,and weighted sum of independent and identically distributed(i.i.d.) r.v.s are considered.
文摘Under some conditions on probability, this note discusses the equivalence between the complete convergence and the law of large number for B-valued independent random elements. The results of [10] become a simple corollary of the results here. At the same time, the author uses them to investigate the equivalence of strong and weak law of large numbers, and there exists an example to show that the conditions on probability are weaker.
