Strong approximations for dependent competing risks with independent censoring
Aalen-Johansen estimator, Dependent competing risks, Rate of convergence, Right-censoring, Strong approximation, 62G20, 62G05, 60F15, 60F17, 62G30,
Ségolen Geffray
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Strong representation results of the Kaplan-Meier estimator for censored negatively associated data
, 2013 In this paper, we discuss the strong convergence rates and strong representation of the Kaplan-Meier estimator and the hazard estimator based on censored data when the survival and the censoring times form negatively associated (NA) sequences.
Qun-Ying Wu, Ping-Yan Chen
semanticscholar +1 more source
An improved result in almost sure central limit theorem for self-normalized products of partial sums
, 2013 Let X,X1,X2,… be a sequence of independent and identically distributed random variables in the domain of attraction of the normal law. A universal result in an almost sure limit theorem for the self-normalized products of partial sums is established.MSC ...
Qun-Ying Wu, Ping-Yan Chen
semanticscholar +1 more source
On the Local Time of Anisotropic Random Walk on Z2
We study the local time of the anisotropic random walk on the two-dimensional lattice Z2 , by establishing the exact asymptotic behavior of the N- step return probability to the origin.
Csáki, Endre, Földes, Antónia
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An almost sure central limit theorem of products of partial sums for ρ--mixing sequences
, 2012 Let {Xn, n ≥ 1} be a strictly stationary ρ--mixing sequence of positive random variables with EX1 = μ > 0 and Var(X1) = σ2 < ∞. Denote Sn=∑i=1nXi and γ=σμ the coefficient of variation.
Xili Tan, Ying Zhang, Yong Zhang
semanticscholar +1 more source
Integrals of random fuzzy sets
Random fuzzy sets, integrably bounded random fuzzy sets, Aumann-integral, Pettis-integral, Bochner-integral, dominated convergence theorems, strong law of large numbers, central limit theorems, Primary 60D05, Secondary 60F15,
Volker Krätschmer
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Complete convergence for weighted sums of m-widely acceptable random variables under sub-linear expectations [PDF]
Mathematics subject classification (2020): 60F15.In this paper, under the assumption of the existence of Choquet integrals, the complete convergence properties for weighted sums of m-widely acceptable random variables in sub-linear expectation space are ...
Hu, K, Yu, K, Hu, X, Pan, S
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A REMARK ON BAUM-KATZ TYPE THEOREM FOR ϕ-MIXING SEQUENCES OF RANDOM VARIABLES
, 2015 . We present a generalization of the Baum-Katz theorem for ϕ-mixing sequences of random variables with different distributions satisfying some cover condition. AMS Mathematics Subject Classication (2010): 60F15 Key words and phrases: Complete convergence,
Marcin Przystalski
core
Behavior of the empirical Wasserstein distance in R^d under moment conditions
, 2018 We establish some deviation inequalities, moment bounds and almost sure results for the Wasserstein distance of order p ∈ [1, ∞) between the empirical measure of independent and identically distributed R d-valued random variables and the common ...
Dedecker, Jérôme, Merlevède, Florence
core
Strong Consistency of the Conditional Least Squares Estimator for a Nonstationary Process. Example of the Garch Model [PDF]
, 2009 2000 Mathematics Subject Classification: Primary: 62M10, 62J02, 62F12, 62M05, 62P05, 62P10; secondary: 60G46, 60F15.We consider the Conditional Least Squares Estimator (CLSE) of a unknown parameter θ0 ∈ Rp of the conditional expectation of a real ...
Jacob, Christine
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