Results 1 to 10 of about 1,018 (114)

A law of the iterated logarithm for Grenander's estimator. [PDF]

open access: yesStoch Process Their Appl, 2016
In this note we prove the following law of the iterated logarithm for the Grenander estimator of a monotone decreasing density: If $f(t_0) > 0$, $f'(t_0) < 0$, and $f'$ is continuous in a neighborhood of $t_0$, then \begin{eqnarray*} \limsup_{n ...
Dümbgen L, Wellner JA, Wolff M.
europepmc   +4 more sources

A characterization of Chover-type law of iterated logarithm. [PDF]

open access: yesSpringerplus, 2014
Let $0 < \alpha \leq 2$ and $- \infty < \beta < \infty$. Let $\{X_{n}; n \geq 1 \}$ be a sequence of independent copies of a real-valued random variable $X$ and set $S_{n} = X_{1} + \cdots + X_{n}, ~n \geq 1$.
Li D, Chen P.
europepmc   +4 more sources

On the spectrum of noisy blown-up matrices

open access: yesSpecial Matrices, 2020
We study the eigenvalues of large perturbed matrices. We consider a pattern matrix P, we blow it up to get a large block-matrix Bn. We can observe only a noisy version of matrix Bn. So we add a random noise Wn to obtain the perturbed matrix An = Bn + Wn.
Fazekas István, Pecsora Sándor
doaj   +1 more source

Convergence properties for coordinatewise asymptotically negatively associated random vectors in Hilbert space

open access: yesOpen Mathematics, 2023
In this work, the authors study some convergence results including weak law of large numbers, strong law of large numbers, complete convergence, and complete moment convergence for weighted sums of coordinatewise asymptotically negatively associated ...
He Qihui, Pan Lin
doaj   +1 more source

Sectorial convergence of U-statistics [PDF]

open access: yes, 2005
In this note we show that almost sure convergence to zero of symmetrized U-statistics indexed by a linear sector in Z^d_+ is equivalent to convergence along the diagonal of Z^d_+, as it is considered in Lata\la and Zinn [Ann. Probab. 28 (2000) 1908-1924].
Gadidov, Anda
core   +5 more sources

Sequential change-point detection in a multinomial logistic regression model

open access: yesOpen Mathematics, 2020
Change-point detection in categorical time series has recently gained attention as statistical models incorporating change-points are common in practice, especially in the area of biomedicine.
Li Fuxiao, Chen Zhanshou, Xiao Yanting
doaj   +1 more source

Strong consistency of regression function estimator with martingale difference errors

open access: yesOpen Mathematics, 2021
In this paper, we consider the regression model with fixed design: Yi=g(xi)+εi{Y}_{i}=g\left({x}_{i})+{\varepsilon }_{i}, 1≤i≤n1\le i\le n, where {xi}\left\{{x}_{i}\right\} are the nonrandom design points, and {εi}\left\{{\varepsilon }_{i}\right\} is a ...
Chen Yingxia
doaj   +1 more source

Limit distribution of degrees in random family trees [PDF]

open access: yes, 2010
In a one-parameter model for evolution of random trees, which also includes the Barabasi-Albert random tree, almost sure behavior and the limiting distribution of the degree of a vertex in a fixed position are examined. Results about Polya urn models are
Backhausz, Agnes
core   +2 more sources

A Note on Rate of Convergence in Probability to Semicircular Law [PDF]

open access: yes, 2011
In the present paper, we prove that under the assumption of the finite sixth moment for elements of a Wigner matrix, the convergence rate of its empirical spectral distribution to the Wigner semicircular law in probability is $O(n^{-1/2})$ when the ...
Bai, Zhidong   +3 more
core   +1 more source

Sufficient and necessary conditions of convergence for ρ͠ mixing random variables

open access: yesOpen Mathematics, 2019
In the present paper, the sufficient and necessary conditions of the complete convergence and complete moment convergence for ρ͠-mixing random variables are established, which extend some well-known results.
Zhang Shui-Li, Miao Yu, Qu Cong
doaj   +1 more source

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