Let variables in the {X, Xn, n ≥ 1} be a sequence of strictly stationary φ-mixing positive random domain of attraction of the normal law. Under some suitable conditions the principle for self-normalized products of ...Let variables in the {X, Xn, n ≥ 1} be a sequence of strictly stationary φ-mixing positive random domain of attraction of the normal law. Under some suitable conditions the principle for self-normalized products of partial sums is obtained.展开更多
The paper discusses the statistical inference problem of the compound Poisson vector process(CPVP)in the domain of attraction of normal law but with infinite covariance matrix.The empirical likelihood(EL)method to con...The paper discusses the statistical inference problem of the compound Poisson vector process(CPVP)in the domain of attraction of normal law but with infinite covariance matrix.The empirical likelihood(EL)method to construct confidence regions for the mean vector has been proposed.It is a generalization from the finite second-order moments to the infinite second-order moments in the domain of attraction of normal law.The log-empirical likelihood ratio statistic for the average number of the CPVP converges to F distribution in distribution when the population is in the domain of attraction of normal law but has infinite covariance matrix.Some simulation results are proposed to illustrate the method of the paper.展开更多
Let {X, Xn; n ≥ 0} be a sequence of independent and identically distributed random variables with EX=0, and assume that EX^2I(|X| ≤ x) is slowly varying as x →∞, i.e., X is in the domain of attraction of the n...Let {X, Xn; n ≥ 0} be a sequence of independent and identically distributed random variables with EX=0, and assume that EX^2I(|X| ≤ x) is slowly varying as x →∞, i.e., X is in the domain of attraction of the normal law. In this paper, a self-normalized law of the iterated logarithm for the geometrically weighted random series Σ~∞(n=0)β~nXn(0 〈 β 〈 1) is obtained, under some minimal conditions.展开更多
基金National Natural Science Foundation of China(1067117610771192).
文摘Let variables in the {X, Xn, n ≥ 1} be a sequence of strictly stationary φ-mixing positive random domain of attraction of the normal law. Under some suitable conditions the principle for self-normalized products of partial sums is obtained.
基金Characteristic Innovation Projects of Ordinary Universities of Guangdong Province,China(No.2022KTSCX150)Zhaoqing Education Development Institute Project,China(No.ZQJYY2021144)Zhaoqing College Quality Project and Teaching Reform Project,China(Nos.zlgc202003 and zlgc202112)。
文摘The paper discusses the statistical inference problem of the compound Poisson vector process(CPVP)in the domain of attraction of normal law but with infinite covariance matrix.The empirical likelihood(EL)method to construct confidence regions for the mean vector has been proposed.It is a generalization from the finite second-order moments to the infinite second-order moments in the domain of attraction of normal law.The log-empirical likelihood ratio statistic for the average number of the CPVP converges to F distribution in distribution when the population is in the domain of attraction of normal law but has infinite covariance matrix.Some simulation results are proposed to illustrate the method of the paper.
基金Supported by National Natural Science Foundation of China(Grant Nos.11301481,11371321 and 10901138)National Statistical Science Research Project of China(Grant No.2012LY174)+1 种基金Zhejiang Provincial Natural Science Foundation of China(Grant No.LQ12A01018)the Fundamental Research Funds for the Central Universities and Zhejiang Provincial Key Research Base for Humanities and Social Science Research(Statistics)
文摘Let {X, Xn; n ≥ 0} be a sequence of independent and identically distributed random variables with EX=0, and assume that EX^2I(|X| ≤ x) is slowly varying as x →∞, i.e., X is in the domain of attraction of the normal law. In this paper, a self-normalized law of the iterated logarithm for the geometrically weighted random series Σ~∞(n=0)β~nXn(0 〈 β 〈 1) is obtained, under some minimal conditions.