In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly...In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly consistent. Furthermore, its convergence rate is also obtained.展开更多
Consider the following heteroscedastic semiparametric regression model：where {Xi, 1 〈 i 〈 n} are random design points, errors {ei, 1 〈 i 〈 n} are negatively associated （NA） random variables, （r2 = h（ui）, and...Consider the following heteroscedastic semiparametric regression model：where {Xi, 1 〈 i 〈 n} are random design points, errors {ei, 1 〈 i 〈 n} are negatively associated （NA） random variables, （r2 = h（ui）, and {ui} and {ti} are two nonrandom sequences on [0, 1]. Some wavelet estimators of the parametric component β, the non- parametric component g（t） and the variance function h（u） are given. Under some general conditions, the strong convergence rate of these wavelet estimators is O（n- 1 log n）. Hence our results are extensions of those re, sults on independent random error settings.展开更多
In this paper, we study the strong consistency and convergence rate for modified partitioning estimation of regression function under samples that are ψ-mixing with identically distribution.
A regression model with a nonnegativity constraint on the dependent variable,known as censored median regression model, is considered. Under some mild conditions, the LAD estimate of the regression coefficient is show...A regression model with a nonnegativity constraint on the dependent variable,known as censored median regression model, is considered. Under some mild conditions, the LAD estimate of the regression coefficient is shown to be strongly consistent.Furthermore, its convergence rate and Bahadur strong representation are also obtained.展开更多
In this paper,we investigate pseudomonotone and Lipschitz continuous variational inequalities in real Hilbert spaces.For solving this problem,we propose a new method that combines the advantages of the subgradient ext...In this paper,we investigate pseudomonotone and Lipschitz continuous variational inequalities in real Hilbert spaces.For solving this problem,we propose a new method that combines the advantages of the subgradient extragradient method and the projection contraction method.Some very recent papers have considered different inertial algorithms which allowed the inertial factor is chosen in[0;1].The purpose of this work is to continue working in this direction,we propose another inertial subgradient extragradient method that the inertial factor can be chosen in a special case to be 1.Under suitable mild conditions,we establish the weak convergence of the proposed algorithm.Moreover,linear convergence is obtained under strong pseudomonotonicity and Lipschitz continuity assumptions.Finally,some numerical illustrations are given to confirm the theoretical analysis.展开更多
In this paper,we study the strong convergence of a jump-adapted implicit Milstein method for a class of jump-diffusion stochastic differential equations with non-globally Lipschitz drift coefficients.Compared with the...In this paper,we study the strong convergence of a jump-adapted implicit Milstein method for a class of jump-diffusion stochastic differential equations with non-globally Lipschitz drift coefficients.Compared with the regular methods,the jump-adapted methods can significantly reduce the complexity of higher order methods,which makes them easily implementable for scenario simulation.However,due to the fact that jump-adapted time discretization is path dependent and the stepsize is not uniform,this makes the numerical analysis of jump-adapted methods much more involved,especially in the non-globally Lipschitz setting.We provide a rigorous strong convergence analysis of the considered jump-adapted implicit Milstein method by developing some novel analysis techniques and optimal rate with order one is also successfully recovered.Numerical experiments are carried out to verify the theoretical findings.展开更多
In this article the following random intercept mixed effects model will be considered： yij = vi =v^τijβ＋ εij,i=1,…,m;j=1,2,…,ni, where {vi} are i.i.d, random effects with mean α 2. 2 and finite variance σ^2 ...In this article the following random intercept mixed effects model will be considered： yij = vi =v^τijβ＋ εij,i=1,…,m;j=1,2,…,ni, where {vi} are i.i.d, random effects with mean α 2. 2 and finite variance σ^2 v, {εij} are i.i.d, random errors with finite variance ε^2 ε. Here we will estimate α,σ^2 v,σ^2 ε,β and study their large sample properties, such as strong consistency, strong convergence rates and asymptotic normality.展开更多
Explicit convergence rates in geometric and strong ergodicity for denumerable discrete time Markov chains with general reversible transition matrices are obtained in terms of the geometric moments or uniform moments o...Explicit convergence rates in geometric and strong ergodicity for denumerable discrete time Markov chains with general reversible transition matrices are obtained in terms of the geometric moments or uniform moments of the hitting times to a fixed point.Another way by Lyapunov's drift conditions is also used to derive these convergence rates.As a typical example,the discrete time birth-death process(random walk) is studied and the explicit criteria for geometric ergodicity are presented.展开更多
Abstract Let P be a transition matrix which is symmetric with respect to a measure π. The spectral gap of P in L2（π）-space, denoted by gap（P）, is defined as the distance between 1 and the rest of the spectrum of...Abstract Let P be a transition matrix which is symmetric with respect to a measure π. The spectral gap of P in L2（π）-space, denoted by gap（P）, is defined as the distance between 1 and the rest of the spectrum of P. In this paper, we study the relationship between gap（P） and the convergence rate of P^n. When P is transient, the convergence rate of pn is equal to 1 - gap（P）. When P is ergodic, we give the explicit upper and lower bounds for the convergence rate of pn in terms of gap（P）. These results are extended to L^∞ （π）-space.展开更多
基金This work was partially supported by the National Natural Science Foundation of China (Grant No. 10471136) Ph.D. Program Foundation of the Ministry of Education of ChinaSpecial Foundations of the Chinese Academy of Science and USTC.
文摘In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly consistent. Furthermore, its convergence rate is also obtained.
基金supported by the National Natural Science Foundation of China (No. 11071022)the Key Project of the Ministry of Education of China (No. 209078)the Youth Project of Hubei Provincial Department of Education of China (No. Q20122202)
文摘Consider the following heteroscedastic semiparametric regression model：where {Xi, 1 〈 i 〈 n} are random design points, errors {ei, 1 〈 i 〈 n} are negatively associated （NA） random variables, （r2 = h（ui）, and {ui} and {ti} are two nonrandom sequences on [0, 1]. Some wavelet estimators of the parametric component β, the non- parametric component g（t） and the variance function h（u） are given. Under some general conditions, the strong convergence rate of these wavelet estimators is O（n- 1 log n）. Hence our results are extensions of those re, sults on independent random error settings.
基金The Science Research Fundation (041002F) of Hefei University of Technology.
文摘In this paper, we study the strong consistency and convergence rate for modified partitioning estimation of regression function under samples that are ψ-mixing with identically distribution.
基金supported by the National Natural Science Foundation of China(Grant No.10171094)Ph.D.Program Foundation of the Ministry of Education of ChinaSpecial Foundations of the Chinese Academy of Sciences and University of Science and Technology of China.
文摘A regression model with a nonnegativity constraint on the dependent variable,known as censored median regression model, is considered. Under some mild conditions, the LAD estimate of the regression coefficient is shown to be strongly consistent.Furthermore, its convergence rate and Bahadur strong representation are also obtained.
基金funded by the University of Science,Vietnam National University,Hanoi under project number TN.21.01。
文摘In this paper,we investigate pseudomonotone and Lipschitz continuous variational inequalities in real Hilbert spaces.For solving this problem,we propose a new method that combines the advantages of the subgradient extragradient method and the projection contraction method.Some very recent papers have considered different inertial algorithms which allowed the inertial factor is chosen in[0;1].The purpose of this work is to continue working in this direction,we propose another inertial subgradient extragradient method that the inertial factor can be chosen in a special case to be 1.Under suitable mild conditions,we establish the weak convergence of the proposed algorithm.Moreover,linear convergence is obtained under strong pseudomonotonicity and Lipschitz continuity assumptions.Finally,some numerical illustrations are given to confirm the theoretical analysis.
基金supported by the National Natural Science Foundation of China(Grant Nos.11901565,12071261,11831010,11871068)by the Science Challenge Project(No.TZ2018001)by National Key R&D Plan of China(Grant No.2018YFA0703900).
文摘In this paper,we study the strong convergence of a jump-adapted implicit Milstein method for a class of jump-diffusion stochastic differential equations with non-globally Lipschitz drift coefficients.Compared with the regular methods,the jump-adapted methods can significantly reduce the complexity of higher order methods,which makes them easily implementable for scenario simulation.However,due to the fact that jump-adapted time discretization is path dependent and the stepsize is not uniform,this makes the numerical analysis of jump-adapted methods much more involved,especially in the non-globally Lipschitz setting.We provide a rigorous strong convergence analysis of the considered jump-adapted implicit Milstein method by developing some novel analysis techniques and optimal rate with order one is also successfully recovered.Numerical experiments are carried out to verify the theoretical findings.
文摘In this article the following random intercept mixed effects model will be considered： yij = vi =v^τijβ＋ εij,i=1,…,m;j=1,2,…,ni, where {vi} are i.i.d, random effects with mean α 2. 2 and finite variance σ^2 v, {εij} are i.i.d, random errors with finite variance ε^2 ε. Here we will estimate α,σ^2 v,σ^2 ε,β and study their large sample properties, such as strong consistency, strong convergence rates and asymptotic normality.
基金supported by Program for New Century Excellent Talents in University,National Basic Research Program of China (973 Project) (Grant No.2006CB805901)National Natural Science Foundation of China (Grant No.10721091)
文摘Explicit convergence rates in geometric and strong ergodicity for denumerable discrete time Markov chains with general reversible transition matrices are obtained in terms of the geometric moments or uniform moments of the hitting times to a fixed point.Another way by Lyapunov's drift conditions is also used to derive these convergence rates.As a typical example,the discrete time birth-death process(random walk) is studied and the explicit criteria for geometric ergodicity are presented.
基金Supported in part by 985 Project,973 Project(Grant No.2011CB808000)National Natural Science Foundation of China(Grant No.11131003)+1 种基金Specialized Research Fund for the Doctoral Program of Higher Education(Grant No.20100003110005)the Fundamental Research Funds for the Central Universities
文摘Abstract Let P be a transition matrix which is symmetric with respect to a measure π. The spectral gap of P in L2（π）-space, denoted by gap（P）, is defined as the distance between 1 and the rest of the spectrum of P. In this paper, we study the relationship between gap（P） and the convergence rate of P^n. When P is transient, the convergence rate of pn is equal to 1 - gap（P）. When P is ergodic, we give the explicit upper and lower bounds for the convergence rate of pn in terms of gap（P）. These results are extended to L^∞ （π）-space.
