Showing 1 - 10 of 166
A general method to prove the strong law of large numbers is given by using the maximal tail probability. As a result the convergence rate of Sn/n for both positively associated sequences and negatively associated sequences is for any [delta]1. This result closes to the optimal achievable...
Persistent link: https://www.econbiz.de/10005254876
It has been argued that flexible classification models such as neural networks, support vector machines, and random forests face resistance as credit scoring models because it is difficult to identify which characteristics contribute substantially to the overall scores. In fact, however, this is...
Persistent link: https://www.econbiz.de/10008459953
A maximal moment inequality for partial sums of the [alpha]-mixing random variable sequence is established. The inequality uses some moment summations as upper bound. To show the applications of the inequality, we discuss the convergence for [alpha]-mixing sequences, which improves some known...
Persistent link: https://www.econbiz.de/10005023176
Consider the wavelet estimator of a nonparametric fixed design regression function when errors are strictly stationary and associated random variables. We establish pointwise weak consistency and uniformly asymptotic normality of wavelet estimator of regression function. We give rates of...
Persistent link: https://www.econbiz.de/10005224157
In this paper, we discuss the uniformly asymptotic normality of the weighted function estimate of the fixed design regression model for negatively associated samples. We give the rates of uniform asymptotic normality. The rate is near n-1/4 when the third moment is finite.
Persistent link: https://www.econbiz.de/10005254178
In this paper, we establish an inequality of the characteristic functions for strongly mixing random vectors, by which, an upper bound is provided for the supremum of the absolute value of the difference of two multivariate probability density functions based on strongly mixing random vectors....
Persistent link: https://www.econbiz.de/10008868818
Persistent link: https://www.econbiz.de/10004970873
The determinants of CO2 emissions have attracted many researchers over the past few decades. Most of studies, however, ignore the possibility that effect of independent variables on CO2 emissions could vary throughout the CO2 emission distribution. We address this issue by applying quantile...
Persistent link: https://www.econbiz.de/10011077570
The influence of maternal health problems on child’s worrying status is important in practice in terms of the intervention of maternal health problems early for the influence on child’s worrying status. Conventional methods apply symmetric prior distributions such as a normal...
Persistent link: https://www.econbiz.de/10011184073
This paper explores confidence intervals for the family of proportional reversed hazard distributions based on lower record values. The confidence intervals are validated as long as the sample is of size n≥3. The proposed procedure can be extended to the family of proportional hazard...
Persistent link: https://www.econbiz.de/10011189347