On the Pointwisise L_p Convergence Rates of Nearest Neighbor Estimate of Nonparametric Regression Function

Let (X,y) be a R~d×R~1-valued radom vector with E(?)=E(Y|X=x) be the regression funvion of Y with respect to X.Su (X_i, Y_i),i=1, …,n, are iid samples drawn ftc, from (X,Y).(?)desired to estimate m(x) based on these samples,everoye discussed in (?) the pointwise convergence of the nearest neigthoor estimate m_n(X) (see (5) of the present paper). Ih this article we further study the rate of this eonyer-gence.It is shown that if there exists p≥2 sach that E 、|Y|<∞,then for suitabte choice of the weighte C_m (see(4) of the present paper).     

一类特殊Weibull分布纪录值之和的中心极限定理

给出了参数τ为正整数的倒数为Weibull分布纪录值之和的中心极限定理。     

U-统计量渐近正态余项级数的收敛性

的收敛性,并获得了园满的结果,在独立和情况下的同一问题,曾由 Heyde[2]于1966年讨论。本文将反复引用[2]中的结果,本文的主要结果是:     

关于多维无穷可分分布的Lebesgue分解

In this paper we have investigated and proved various Lebesgue properties of the n-dimensional quasi-distributions. 2-dimensional quasi-distributions have been classified into 5 types. It is proved among others that every 2-dimensional quasi-distribution can be expressed uniquely as a sum of 5 functions belonging to different types. Some necessary and sufficient conditions for functions belonging to each given type have been analysed in detail.     

关于U统计量的一点注记

Let φ(x₁,x₂,…x_m) be a real Borel measurable symmetrical function of the m variables, and let U_n denote the U-statistic with kernel φ. In this note it is proved that the necessary and sufficient condition for E|φ|<+∞ is that there exists an n≥m such that E|U_n|< + ∞.     

关于分布极限类的一些讨论

早在本世界上半叶,人们就已彻底弄清楚了 uan 条件之下(即一致渐近可忽略条件)的独立和的分布极限类,建立起了较为完整的无穷可分分布理论。根据这个理论,只有无穷可分分布才有可能成为 uan 条件之下的独立和的极限分布,并且只有稳定律才有可能成为独立同分布随机变数列{x_n}的正则化部分和{1/(B_n)S_n-A_n}的极限分布。但     

A note on asymptotic behavior for negative drift random walk with dependent heavy-tailed steps and its application to risk theory

In this article, the dependent steps of a negative drift random walk are modelled as a two-sided linear process Xn =-μ ∞∑j=-∞ψn-jεj, where {ε, εn; -∞＜ n ＜ ∞}is a sequence of independent, identically distributed random variables with zero mean, μ＞0 is a constant and the coefficients {ψi;-∞＜ i ＜∞} satisfy 0 ＜∞∑j=-∞|jψj| ＜∞. Under the conditions that the distribution function of |ε| has dominated variation and ε satisfies certain tail balance conditions, the asymptotic behavior of P{supn≥0(-nμ ∞∑j=-∞εjβnj) ＞ x}is discussed. Then the result is applied to ultimate ruin probability.     

I.I.D.随机变量两两乘积之和的Hsu-Robbins型定理(Ⅱ)

在本部分中,采用由 Ｌｅｖｙ函数（４．ｌ）所确定的值ｂｎ取代（Ｉ）［１］中的１／ｎ“位点”ａｎ,使得（Ｉ）中定理１中的附加条件（Ａ）得以解除,从而获得了可以称之为Ｈｓｕ－Ｒｏｂｂｉｎｓ型的充分必要条件．作为推论,还给出了两个互为复制的ｉｉｄ随机变量三角阵对应行之和乘积的Ｋｏｌｍｏｇｏｒｏｖ强大数律．     

关于完备可分距离空间中复合随机场弱收敛条件的讨论

本文主要讨论了完备可分距离空间中两个复合随机场序列ξε（υε）和ξ０（υ０）之间的关系，得出的条件，并作为应用，本文还顺便讨论了两个有关的例子．     

关于组合的两类问题

设有自然数集合A={1、2、…,n},从中任意取出k个来(k相似文献