In this paper,we investigate the CUSUM statistic of change point under the neg-atively associated(NA)sequences.By establishing the consistency estimators for mean and covariance functions respectively,the limit distri...In this paper,we investigate the CUSUM statistic of change point under the neg-atively associated(NA)sequences.By establishing the consistency estimators for mean and covariance functions respectively,the limit distribution of the CUSUM statistic is proved to be a standard Brownian bridge,which extends the results obtained under the case of an indepen-dent normal sample and the moving average processes.Finally,the finite sample properties of the CUSUM statistic are given to show the efficiency of the method by simulation studies and an application on a real data analysis.展开更多
For double arrays of constants {a ni, 1≤i≤k n, n≥1} and NA r.v. 's {X n, n≥1}, conditions for almost sure convergence of are given. Both casesk n ↑ ∞ andk n=∞ are treated. A Marcinkiewicz-type theorem for ...For double arrays of constants {a ni, 1≤i≤k n, n≥1} and NA r.v. 's {X n, n≥1}, conditions for almost sure convergence of are given. Both casesk n ↑ ∞ andk n=∞ are treated. A Marcinkiewicz-type theorem for i. d. NA sequences is obtained as a special case.展开更多
Let {X n , n ≥ 1} be an arbitrary sequence of random variables. Some convergence results for the partial sums of arbitrary sequence of random variables are obtained, which generalize the known results for independent...Let {X n , n ≥ 1} be an arbitrary sequence of random variables. Some convergence results for the partial sums of arbitrary sequence of random variables are obtained, which generalize the known results for independent sequences, NA sequences, ρ-mixing sequences and φ-mixing sequences, and so on.展开更多
Let （Xi） be a martingale difference sequence and Sn=∑^ni=1Xi Suppose （Xi） i=1 is bounded in L^p. In the case p ≥2, Lesigne and Volny （Stochastic Process. Appl. 96 （2001） 143） obtained the estimation μ（Sn ...Let （Xi） be a martingale difference sequence and Sn=∑^ni=1Xi Suppose （Xi） i=1 is bounded in L^p. In the case p ≥2, Lesigne and Volny （Stochastic Process. Appl. 96 （2001） 143） obtained the estimation μ（Sn 〉 n） ≤ cn^-p/2, Yulin Li （Statist. Probab. Lett. 62 （2003） 317） generalized the result to the case when p ∈ （1,2] and obtained μ（Sn 〉 n） ≤ cn^l-p, these are optimal in a certain sense. In this article, the authors study the large deviation of Sn for some dependent sequences and obtain the same order optimal upper bounds for μ（Sn 〉 n） as those for martingale difference sequence.展开更多
In this paper we give an elementary and unified proof of the Hajek-Renyi inequality, and get a general version of this inequality which not only covers the all known results but also derives some new results.
By the well-known large and small blocks parting method for dependent situations, we establish the asymptotic normality of the Empirical Distribution Function under Negatively Associated Sequences. As its application ...By the well-known large and small blocks parting method for dependent situations, we establish the asymptotic normality of the Empirical Distribution Function under Negatively Associated Sequences. As its application in reliablity problems, a natural estimate Fn（x） for the survival function F（x） = P（X 〉 x） is proposed, and the asymptotic normality of n^1/2 [Fn（x） - F（x）] is established.展开更多
基金Supported by the NNSF of China(11701004,11801003)NSSF of China(14ATJ005)+1 种基金NSF of Anhui Province(1808085QA03,1808085QA17,1808085QF212,2008085MA14)Provincial Natural Science Research Project of Anhui Colleges(KJ2019A0006,KJ2019A0021).
文摘In this paper,we investigate the CUSUM statistic of change point under the neg-atively associated(NA)sequences.By establishing the consistency estimators for mean and covariance functions respectively,the limit distribution of the CUSUM statistic is proved to be a standard Brownian bridge,which extends the results obtained under the case of an indepen-dent normal sample and the moving average processes.Finally,the finite sample properties of the CUSUM statistic are given to show the efficiency of the method by simulation studies and an application on a real data analysis.
文摘For double arrays of constants {a ni, 1≤i≤k n, n≥1} and NA r.v. 's {X n, n≥1}, conditions for almost sure convergence of are given. Both casesk n ↑ ∞ andk n=∞ are treated. A Marcinkiewicz-type theorem for i. d. NA sequences is obtained as a special case.
基金Supported by the National Natural Science Foundation of China(10871001)Supported by the Provincial Natural Science Research Project of Anhui Colleges(KJ2010A005)+1 种基金Supported by the Talents Youth Fund of Anhui Province Universities(2010SQRL016ZD)Supported by the Youth Science Research Fund of Anhui University(2009QN011A)
文摘Let {X n , n ≥ 1} be an arbitrary sequence of random variables. Some convergence results for the partial sums of arbitrary sequence of random variables are obtained, which generalize the known results for independent sequences, NA sequences, ρ-mixing sequences and φ-mixing sequences, and so on.
基金the National Natural Science Foundation of China(10571001)the Innovation Group Foundation of Anhui University
文摘Let （Xi） be a martingale difference sequence and Sn=∑^ni=1Xi Suppose （Xi） i=1 is bounded in L^p. In the case p ≥2, Lesigne and Volny （Stochastic Process. Appl. 96 （2001） 143） obtained the estimation μ（Sn 〉 n） ≤ cn^-p/2, Yulin Li （Statist. Probab. Lett. 62 （2003） 317） generalized the result to the case when p ∈ （1,2] and obtained μ（Sn 〉 n） ≤ cn^l-p, these are optimal in a certain sense. In this article, the authors study the large deviation of Sn for some dependent sequences and obtain the same order optimal upper bounds for μ（Sn 〉 n） as those for martingale difference sequence.
基金Supported by the National Natural Science Foundation of China(10671149)
文摘In this paper we give an elementary and unified proof of the Hajek-Renyi inequality, and get a general version of this inequality which not only covers the all known results but also derives some new results.
基金the National Natural Science Foundation of China (10161004)the Natural Science Foundation of Jiangxi (0611068)Science Foundation of Shangrao Normal Gollege.
文摘By the well-known large and small blocks parting method for dependent situations, we establish the asymptotic normality of the Empirical Distribution Function under Negatively Associated Sequences. As its application in reliablity problems, a natural estimate Fn（x） for the survival function F（x） = P（X 〉 x） is proposed, and the asymptotic normality of n^1/2 [Fn（x） - F（x）] is established.
