THE ASYMPTOTIC DISTRIBUTIONS OF EMPIRICAL LIKELIHOOD RATIO STATISTICS IN THE PRESENCE OF MEASUREMENT ERROR

Suppose that several different imperfect instruments and one perfect instrument are independently used to measure some characteristics of a population. Thus, measurements of two or more sets of samples with varying accuracies are obtained. Statistical inference should be based on the pooled samples. In this article, the authors also assumes that all the imperfect instruments are unbiased. They consider the problem of combining this information to make statistical tests for parameters more relevant. They define the empirical likelihood ratio functions and obtain their asymptotic distributions in the presence of measurement error.

Asymptotic Distribution of a Kind of Dirichlet Distribution

The Dirichlet distribution that we are concerned with in this paper is very special, in which all parameters are different from each other. We prove that the asymptotic distribution of this kind of Dirichlet distributions is a normal distribution by using the central limit theorem and Slutsky theorem.

Phantom Dilaton Field and Asymptotic Distribution Parameter in (2+1)-Dimensional Maxwell-Chern-Simons Gravity

The (2+1)-dimensional Maxwell-Chern-Simons gravity with phantom dilaton field coupling is studied in this paper.It is shown that black hole solution to exist when electromagnetic coupled to dilaton field in the non-trivial way.Moreover,asymptotic index and distribution parameter of current density are calculated by using black hole solution,some new features of this solution are briefly discussed.

ASYMPTOTIC QUANTIZATION OF PROBABILITY DISTRIBUTIONS

We give a brief introduction to results on the asymptotics of quantization errors. The topics discussed include the quantization dimension,asymptotic distributions of sets of prototypes,asymptotically optimal quantizations,approximations and random quantizations.

Asymptotic Distribution of the Jump Change-Point Estimator

The asymptotic distribution of the change-point estimator in a jump change- point model is considered. For the jump change-point model Xi - α ＋ θ{[nτ0] 〈 i ≤ n} ＋ εi, where εi （i = 1,…. , n） are independent identically distributed random variables with Eεi -= 0 and Var（εi） 〈 ∞, with the help of the slip window method, the asymptotic distribution of the jump change-point estimator τ is studied under the condition of the local alternative hypothesis.

Asymptotic Expansion for the Distribution of a Median Unbiased Estimator of ARCH（0,1） Coefficient

This paper is concerned with the distributional properties of a median unbiased estimator of ARCH（0,1） coefficient. The exact distribution of the estimator can be easily derived, however its practical calculations are too heavy to implement, even though the middle range of sample sizes. Since the estimator is shown to have asymptotic normality, asymptotic expansions for the distribution and the percentiles of the estimator are derived as the refinements. Accuracies of expansion formulas are evaluated numerically, and the results of which show that we can effectively use the expansion as a fine approximation of the distribution with rapid calculations. Derived expansion are applied to testing hypothesis of stationarity, and an implementation for a real data set is illustrated.

ON ASYMPTOTIC DISTRIBUTIONS FOR EXTREMES OF SURFACE TEMPERATURE AND SURFACE WIND IN CHINA

According to statistical inference method,the asymptotic distributions,concretely,Weibull and Gumbel distributions,for yearly extremes of surface temperature and wind in China were discovered.In this study we used the data of 173 stations for yearly maximum surface temperature and 158 stations for yearly minimum surface temperature and 83 stations for yearly maximum surface wind during the period from 1951 to 1982. Finally,the characteristics of the asymptotic distributions were discussed briefly.

Asymptotic normality of error density estimator in stationary and explosive autoregressive models

In this paper,we consider the limit distribution of the error density function estima-tor in the rst-order autoregressive models with negatively associated and positively associated random errors.Under mild regularity assumptions,some asymptotic normality results of the residual density estimator are obtained when the autoregressive models are stationary process and explosive process.In order to illustrate these results,some simulations such as con dence intervals and mean integrated square errors are provided in this paper.It shows that the residual density estimator can replace the density\estimator"which contains errors.

Estimation for constant-stress accelerated life test from generalized half-normal distribution

In the constant-stress accelerated life test, estimation issues are discussed for a generalized half-normal distribution under a log-linear life-stress model. The maximum likelihood estimates with the corresponding fixed point type iterative algorithm for unknown parameters are presented, and the least square estimates of the parameters are also proposed. Meanwhile, confidence intervals of model parameters are constructed by using the asymptotic theory and bootstrap technique. Numerical illustration is given to investigate the performance of our methods.

Asymptotic Properties of Estimators for Ornstein-Uhlenbeck Processes with Small Symmetricα-Stable Motions

The asymptotic behaviors for estimators of the drift parameters in the Ornstein-Uhlenbeck process driven by small symmetricα-stable motion are studied in this paper.Based on the discrete observations,the conditional least squares estimators(CLSEs)of all the parameters involved in the Ornstein–Uhlenbeck process are proposed.We establish the consistency and the asymptotic distributions of our estimators asεgoes to 0 and n goes to∞simultaneously.

Comparison of Block Design Nonparametric Subset Selection Rules Based on Alternative Scoring Rules

This article compares the size of selected subsets using nonparametric subset selection rules with two different scoring rules for the observations. The scoring rules are based on the expected values of order statistics of the uniform distribution (yielding rank values) and of the normal distribution (yielding normal score values). The comparison is made using state motor vehicle traffic fatality rates, published in a 2016 article, with fifty-one states (including DC as a state) and over a nineteen-year period (1994 through 2012). The earlier study considered four block design selection rules—two for choosing a subset to contain the “best” population (i.e., state with lowest mean fatality rate) and two for the “worst” population (i.e., highest mean rate) with a probability of correct selection chosen to be 0.90. Two selection rules based on normal scores resulted in selected subset sizes substantially smaller than corresponding rules based on ranks (7 vs. 16 and 3 vs. 12). For two other selection rules, the subsets chosen were very close in size (within one). A comparison is also made using state homicide rates, published in a 2022 article, with fifty states and covering eight years. The results are qualitatively the same as those obtained with the motor vehicle traffic fatality rates.

PARAMETER ESTIMATION FOR A CLASS OF STOCHASTIC DIFFERENTIAL EQUATIONS DRIVEN BY SMALL STABLE NOISES FROM DISCRETE OBSERVATIONS

We study the least squares estimation of drift parameters for a class of stochastic differential equations driven by small a-stable noises, observed at n regularly spaced time points ti = i/n, i = 1,...,n on [0, 1]. Under some regularity conditions, we obtain the consistency and the rate of convergence of the least squares estimator （LSE） when a small dispersion parameter ε→0 and n →∞ simultaneously. The asymptotic distribution of the LSE in our setting is shown to be stable, which is completely different from the classical cases where asymptotic distributions are normal.

ON THE SINGULARITY OF LEAST SQUARES ESTIMATOR FOR MEAN-REVERTING α-STABLE MOTIONS

We study the problem of parameter estimation for mean-reverting α-stable motion, dXt = （a0 - θ0Xt）dt ＋ dZt, observed at discrete time instants. A least squares estimator is obtained and its asymptotics is discussed in the singular case （a0, θ0） = （0, 0）. If a0 = 0, then the mean-reverting α-stable motion becomes Ornstein-Uhlenbeck process and is studied in [7] in the ergodic case θ0 〉 0. For the Ornstein-Uhlenbeck process, asymptotics of the least squares estimators for the singular case （θ0 = 0） and for ergodic case （θ0 〉 0） are completely different.

THE LEAST SQUARES ESTIMATOR FOR AN ORNSTEIN-UHLENBECK PROCESS DRIVEN BY A HERMITE PROCESS WITH A PERIODIC MEAN

We consider the least square estimator for the parameters of Ornstein-Uhlenbeck processes dY_(s)=(∑_(j=1)^(k)μ_(j)φ_(j)(s)-βY_(s))ds+dZ_(s)^(q,H),driven by the Hermite process Z_(s)^(q,H)with order q≥1 and a Hurst index H∈(1/2,1),where the periodic functionsφ_(j)(s),,j=1,...,κare bounded,and the real numbersμ_(j),,j=1,...,κtogether withβ>0 are unknown parameters.We establish the consistency of a least squares estimation and obtain the asymptotic behavior for the estimator.We also introduce alternative estimators,which can be looked upon as an application of the least squares estimator.In terms of the fractional Ornstein-Uhlenbeck processes with periodic mean,our work can be regarded as its non-Gaussian extension.

Empirical likelihood for first-order mixed integer-valued autoregressive model

In this paper, we not only construct the confidence region for parameters in a mixed integer-valued autoregressive process using the empirical likelihood method, but also establish the empirical log-likelihood ratio statistic and obtain its limiting distribution. And then, via simulation studies we give coverage probabilities for the parameters of interest. The results show that the empirical likelihood method performs very well.

The Feature Value of Sturm-Liouville

This article discuss on the existence condition and of Sturm-Liouville feature value by analyzing its existence, asymptotic distribution and locus formula in special instance.

Modified likelihood ratio test for homogeneity in normal mixtures with two samples

This paper investigates the modified likelihood ratio test（LRT） for homogeneity in normal mixtures of two samples with mixing proportions unknown. It is proved that the limit distribution of the modified likelihood ratio test is X^2（1）.

Almost Regularity Conditions of Spectral Problems for a Second Order Equation

The asymptotic distributions are exactly solved for linearly independent solutions considering problem of the second order and for the coefficients of asymptotic distribution the recurrent formulas are obtained. Further, using obtained recurrent formulas the necessary and sufficient conditions for almost regularity of spectral problem for the equation of the second order is proved.

Non-Regular Example of Confidence-Interval Construction

When dealing with a regular (fixed-support) one-parameter distribution, the corresponding maximum-likelihood estimator (MLE) is, to a good approximation, normally distributed. But, when the support boundaries are functions of the parameter, finding good approximation for the sampling distribution of MLE (needed to construct an accurate confidence interval for the parameter’s true value) may get very challenging. We demonstrate the nature of this problem, and show how to deal with it, by a detailed study of a specific situation. We also indicate several possible ways to bypass MLE by proposing alternate estimators;these, having relatively simple sampling distributions, then make constructing a confidence interval rather routine. .

Non-Regular Example of Confidence-Interval Construction

When dealing with a regular (fixed-support) one-parameter distribution, the corresponding maximum-likelihood estimator (MLE) is, to a good approximation, normally distributed. But, when the support boundaries are functions of the parameter, finding good approximation for the sampling distribution of MLE (needed to construct an accurate confidence interval for the parameter’s true value) may get very challenging. We demonstrate the nature of this problem, and show how to deal with it, by a detailed study of a specific situation. We also indicate several possible ways to bypass MLE by proposing alternate estimators;these, having relatively simple sampling distributions, then make constructing a confidence interval rather routine. .