The M-estimate of parameters in the errors-in-variables (EV) model Y =xτβ0+∈,X =x+u ((∈,uτ)τ is a (p+1)-dimensional spherical error, Coy[(∈, uτ)τ] =σ2Ip+1)being considered. The M-estimate βn,, of β0 under ...The M-estimate of parameters in the errors-in-variables (EV) model Y =xτβ0+∈,X =x+u ((∈,uτ)τ is a (p+1)-dimensional spherical error, Coy[(∈, uτ)τ] =σ2Ip+1)being considered. The M-estimate βn,, of β0 under a general ρ(·) function and the estimateof σ2 are given, the strong consistency and asymptotic normality of βn as well as are obtained. The conditions for the ρ(·) function in this paper are similar to that of linearexpression of M-estimates in the linear regression model.展开更多
This paper considers the existence and asymptotic estimates of global solutions and finite time blowup of local solution of non-Newton filtration equation with special medium void of the following form:where , ft is a...This paper considers the existence and asymptotic estimates of global solutions and finite time blowup of local solution of non-Newton filtration equation with special medium void of the following form:where , ft is a smooth bounded domain in RN(N≥3), 0∈Ω, The result of asymptotic estimate of global solution depends on the best constant in Hardy inequality.展开更多
In this paper, we consider a two-dimensional perturbed risk model with stochastic premiums and certain dependence between the two marginal surplus processes. We obtain the Lundberg-type upper bound for the infinite-ti...In this paper, we consider a two-dimensional perturbed risk model with stochastic premiums and certain dependence between the two marginal surplus processes. We obtain the Lundberg-type upper bound for the infinite-time ruin probability by martingale approach, discuss how the dependence affects the obtained upper bound and give some numerical examples to illustrate our results. For the heavy-tailed claims case, we derive an explicit asymptotic estimation for the finite-time ruin probability.展开更多
In this paper, we make the asymptotic estimates of the heat kernel for the quaternionic Heisenberg group in various cases. We also use these results to deduce the asymptotic estimates of certain harmonic functions on ...In this paper, we make the asymptotic estimates of the heat kernel for the quaternionic Heisenberg group in various cases. We also use these results to deduce the asymptotic estimates of certain harmonic functions on the quaternionic Heisenberg group. Moreover a Martin compactification of the quaternionic Heisenberg group is constructed, and we prove that the Martin boundary of this group is homeomorphic to the unit ball in the quaternionic field.展开更多
In this paper, we obtain the uniform estimate for discounted aggregate claims in the continuous-time renewal model of upper-tailed independent and heavy-tailed random variables. With constant interest force and consta...In this paper, we obtain the uniform estimate for discounted aggregate claims in the continuous-time renewal model of upper-tailed independent and heavy-tailed random variables. With constant interest force and constant premium rate, we establish a uniform simple asymptotic formula for ruin probability of the renewal model in the case where the initial surplus is large.展开更多
In this paper, a new estimator of the shape parameter in the family of Gamma distribution is constructed by using the moment idea, and it is proved that this estimator is strongly consistent and asymptotically normal.
This paper investigates the relative Kolmogorov n-widths of 2π-periodic smooth classes in■.We estimate the relative widths of■and its generalized class K_(p)■(P_(r)),where K_(p)H^(ω)(Pr)is defined by a self-conju...This paper investigates the relative Kolmogorov n-widths of 2π-periodic smooth classes in■.We estimate the relative widths of■and its generalized class K_(p)■(P_(r)),where K_(p)H^(ω)(Pr)is defined by a self-conjugate differential operator P_(r)(D)induced by■Also,the modulus of continuity of the r-th derivative,or r-th self-conjugate differential,does not exceed a given modulus of continuityω.Then we obtain the asymptotic results,especially for the case p=∞,1≤q≤∞.展开更多
For the functional partially linear models including flexible nonparametric part and functional linear part,the estimators of the nonlinear function and the slope function have been studied in existing literature.How ...For the functional partially linear models including flexible nonparametric part and functional linear part,the estimators of the nonlinear function and the slope function have been studied in existing literature.How to test the correlation between response and explanatory variables,however,still seems to be missing.Therefore,a test procedure for testing the linearity in the functional partially linear models will be proposed in this paper.A test statistic is constructed based on the existing estimators of the nonlinear and the slope functions.Further,we prove that the approximately asymptotic distribution of the proposed statistic is a chi-squared distribution under some regularity conditions.Finally,some simulation studies and a real data application are presented to demonstrate the performance of the proposed test statistic.展开更多
Consider the standard linear model where x_x,x_2… are assumed to be the known p-vectors, β the unknown p-vector of regression coefficients, and e_1, e_2, …the independent random error sequence, each having a median...Consider the standard linear model where x_x,x_2… are assumed to be the known p-vectors, β the unknown p-vector of regression coefficients, and e_1, e_2, …the independent random error sequence, each having a median zero. Define the minimum L_1norm estimator as,the solution of the minimization problem inf It is proved in this paper that is asymptotically normal under very weak conditions. In particular, the condition imposed on {xi} is exactly the same which ensures the asymptotic normality of least-squares estimate:展开更多
文摘The M-estimate of parameters in the errors-in-variables (EV) model Y =xτβ0+∈,X =x+u ((∈,uτ)τ is a (p+1)-dimensional spherical error, Coy[(∈, uτ)τ] =σ2Ip+1)being considered. The M-estimate βn,, of β0 under a general ρ(·) function and the estimateof σ2 are given, the strong consistency and asymptotic normality of βn as well as are obtained. The conditions for the ρ(·) function in this paper are similar to that of linearexpression of M-estimates in the linear regression model.
基金Supported by NSF of China(10171083),NSF of Fujian
文摘This paper considers the existence and asymptotic estimates of global solutions and finite time blowup of local solution of non-Newton filtration equation with special medium void of the following form:where , ft is a smooth bounded domain in RN(N≥3), 0∈Ω, The result of asymptotic estimate of global solution depends on the best constant in Hardy inequality.
基金Supported by the National Natural Science Foundation of China(No.11271155,11371168,J1310022,11501241)Natural Science Foundation of Jilin Province(20150520053JH)Science and Technology Research Program of Education Department in Jilin Province for the 12th Five-Year Plan(440020031139)
文摘In this paper, we consider a two-dimensional perturbed risk model with stochastic premiums and certain dependence between the two marginal surplus processes. We obtain the Lundberg-type upper bound for the infinite-time ruin probability by martingale approach, discuss how the dependence affects the obtained upper bound and give some numerical examples to illustrate our results. For the heavy-tailed claims case, we derive an explicit asymptotic estimation for the finite-time ruin probability.
基金the National Natural Science Foundation of China Grant 10261002
文摘In this paper, we make the asymptotic estimates of the heat kernel for the quaternionic Heisenberg group in various cases. We also use these results to deduce the asymptotic estimates of certain harmonic functions on the quaternionic Heisenberg group. Moreover a Martin compactification of the quaternionic Heisenberg group is constructed, and we prove that the Martin boundary of this group is homeomorphic to the unit ball in the quaternionic field.
基金Supported by National Natural Science Foundation of China (Grant No. 10871177)Specialized Research Fund for Doctor Program of Higher Education (Grant No. 20060335032)
文摘In this paper, we obtain the uniform estimate for discounted aggregate claims in the continuous-time renewal model of upper-tailed independent and heavy-tailed random variables. With constant interest force and constant premium rate, we establish a uniform simple asymptotic formula for ruin probability of the renewal model in the case where the initial surplus is large.
文摘In this paper, a new estimator of the shape parameter in the family of Gamma distribution is constructed by using the moment idea, and it is proved that this estimator is strongly consistent and asymptotically normal.
基金supported by National Natural Science Foundation of China(11871006).
文摘This paper investigates the relative Kolmogorov n-widths of 2π-periodic smooth classes in■.We estimate the relative widths of■and its generalized class K_(p)■(P_(r)),where K_(p)H^(ω)(Pr)is defined by a self-conjugate differential operator P_(r)(D)induced by■Also,the modulus of continuity of the r-th derivative,or r-th self-conjugate differential,does not exceed a given modulus of continuityω.Then we obtain the asymptotic results,especially for the case p=∞,1≤q≤∞.
基金supported by the National Natural Science Foundation of China(No.12271370)。
文摘For the functional partially linear models including flexible nonparametric part and functional linear part,the estimators of the nonlinear function and the slope function have been studied in existing literature.How to test the correlation between response and explanatory variables,however,still seems to be missing.Therefore,a test procedure for testing the linearity in the functional partially linear models will be proposed in this paper.A test statistic is constructed based on the existing estimators of the nonlinear and the slope functions.Further,we prove that the approximately asymptotic distribution of the proposed statistic is a chi-squared distribution under some regularity conditions.Finally,some simulation studies and a real data application are presented to demonstrate the performance of the proposed test statistic.
基金Project supported by the National Natural Science Foundation of China and also supported by the U. S. Office of Naval Research and Air Force Office of Scientific Research.
文摘Consider the standard linear model where x_x,x_2… are assumed to be the known p-vectors, β the unknown p-vector of regression coefficients, and e_1, e_2, …the independent random error sequence, each having a median zero. Define the minimum L_1norm estimator as,the solution of the minimization problem inf It is proved in this paper that is asymptotically normal under very weak conditions. In particular, the condition imposed on {xi} is exactly the same which ensures the asymptotic normality of least-squares estimate:
