日期精度：到日 3 篇 · 到月 1 篇 · 到年 0 篇
递归残差的不变原理
A general class of recursive residuals is defined by means of lower-triangular, orthonormal transformations. For these residuals, some weak invariance principles are established under appropriate regularity conditions. The theory is then incorporated in the study of robustness of some tests for change of parameters occurring at unknown time points.
符号秩次序统计量的几乎处处线性定理
Almost sure asymptotic linearity of signed rank order statistic in shift parameter is studied under suitable regularity conditions and the results are extended to stationary $\phi$-mixing processes as well.
对齐秩次过程的两端固定维纳过程近似及应用
For independent random variables distributed symmetrically around an unknown location parameter, aligned rank order statistics are constructed by using an estimator of the location parameter based on suitable rank statistics. The sequence of these aligned rank order statistics is then incorporated in the construction of suitable stochastic processes which converge weakly to some Gaussian functions, and, in particular, to tied-down Wiener processes in the most typical cases.…
m 依赖时间序列的若干非参数检验
In the case of moving average schemes or what are termed the m-dependent stochastic processes, the successive observations in the series are not stochastically independent. As a result, the usual sign test, the test based on the rank correlation τ (for randomness against trend alternatives), and the test proposed by Moore and Wallis [9] and further developed by Goodman and Grunfeld [2] (for the comovement between two time series) are not valid and require some modifications.…