Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Xufei Tang"'
Publikováno v:
Journal of Inequalities and Applications, Vol 2024, Iss 1, Pp 1-15 (2024)
Abstract This article examines the strong consistency of the conditional value-at-risk (CVaR) estimate for asymptotic negatively associated (ANA or ρ − $\rho ^{-}$ , for short) random samples under mild conditions. It is demonstrated that the opti
Externí odkaz:
https://doaj.org/article/02af1792a8ff43498f6eec8f93cf89a7
Publikováno v:
Journal of Inequalities and Applications, Vol 2016, Iss 1, Pp 1-11 (2016)
Abstract As a kind of dependent random variables, the widely orthant dependent random variables, or WOD for short, have a very important place in dependence structures for the intricate properties. And so its behavior and properties in different stat
Externí odkaz:
https://doaj.org/article/535b3a87431040f49c5049313e803f5c
Publikováno v:
ESAIM: Probability and Statistics. 24:21-38
Consider the nonparametric regression model Yni = g(tni) + εi, i = 1, 2, …, n, n ≥ 1, where εi, 1 ≤ i ≤ n, are asymptotically negatively associated (ANA, for short) random variables. Under some appropriate conditions, the Berry-Esseen bound
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a8ef58d903643f49e69fc1ba9710f8a
https://doi.org/10.1051/ps/2019017
https://doi.org/10.1051/ps/2019017
Publikováno v:
Filomat. 33:2951-2961
In this paper, we give some exponential inequalities for extended independent random variables under sub-linear expectations. As an application, we obtain the strong convergence rate O(n-1/2 ln1/2 n) for the strong law of large numbers under sub-line
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7077e9c56abc94e66037020782aaaffb
https://doi.org/10.2298/fil1910951t
https://doi.org/10.2298/fil1910951t
Publikováno v:
Statistics & Probability Letters. 140:191-201
In this paper, we consider the nonparametric regression model Y n i = g ( t i ) + e n i , 1 ≤ i ≤ n and n ≥ 1 , where { t i } are non-random design points, and g ( ⋅ ) is an unknown Borel measurable function defined on [0, 1]. Under some gene
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4eac85ab6fc6ca26d4fa68efe764d337
https://doi.org/10.1016/j.spl.2018.04.024
https://doi.org/10.1016/j.spl.2018.04.024
Publikováno v:
Applied Mathematics-A Journal of Chinese Universities. 33:35-47
In the paper, the strong convergence properties for two different weighted sums of negatively orthant dependent (NOD) random variables are investigated. Let {X n , n ≥ 1} be a sequence of NOD random variables. The results obtained in the paper gene
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9cc19bc2ff754daa808cb9e9d2860a1b
https://doi.org/10.1007/s11766-018-3423-1
https://doi.org/10.1007/s11766-018-3423-1
Publikováno v:
Filomat. 31:4341-4352
In this paper, the complete moment convergence for the weighted sums of extended negatively dependent (END, in short) random variables is investigated. Some general conditions to prove the complete moment convergence are provided. The results obtaine
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::af048ae0367dc2a6fcbb8ddf82cb50ef
https://doi.org/10.2298/fil1714341d
https://doi.org/10.2298/fil1714341d
Publikováno v:
Communications in Statistics - Theory and Methods. 46:10373-10386
In this paper, we investigate the complete moment convergence and Lr convergence for maximal partial sums of asymptotically almost negatively associated random variables under some general conditions. The results obtained in the paper generalize some
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d979561d67bbc973a02181c5002e8d83
https://doi.org/10.1080/03610926.2016.1235198
https://doi.org/10.1080/03610926.2016.1235198