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  Current   Issue
  2008  Vol.24   Issue 4
  July 15, 2008
  Original Article
 
 
 
 
Original Article
 
 
337 Han Sier , Tian Zheng and Wang Hongjun
  Change-Point in the Mean of Heavy-Tailed Dependent Observations
    This paper studies the problem of mean change point in heavy-tailed dependent observations. We prove the consistency of CUSUM estimator of change-point and derive the rate of convergence. A H\'{a}jek-R\'{e}nyi type inequality is also pr...
    2008 24 (4): 337-344 [Abstract ] ( 118 ) [HTML 0KB] [PDF 195KB ]( 135 )
345 Lin Xiangyun , Wang Xiangrong and Zhang Rui
  A Backward Stochastic Differential Equations Based on Infinite Horizon and Its Application
    This paper discusses the existence and uniqueness of the solutions of a backward stochastic differential equations in infinite horizon. By the solution, we define a nonlinear g-expectation and discuss its application in finance and econ...
    2008 24 (4): 345-353 [Abstract ] ( 119 ) [HTML 0KB] [PDF 240KB ]( 115 )
354 Fan Yonghui and Wang Songgui
  The Admissibility and Nonnegative Estimators of Variance Components in Mixed Models
    In the mixed linear model with two variance components, we propose a class of the estimators of the variance component. The class of estimators includes many popular estimators, such as ANVOA estimator. In this class we discuss the nece...
    2008 24 (4): 354-360 [Abstract ] ( 115 ) [HTML 0KB] [PDF 229KB ]( 119 )
361 Zheng Ming and Du Wei
  Empirical Likelihood-Based Inference with Missing and Censored Data
    In this paper, we investigate how to apply the empirical likelihood method to the mean in the presence of censoring and missing. We show that an adjusted empirical likelihood statistic follows a chi-square distribution. Some simulation ...
    2008 24 (4): 361-370 [Abstract ] ( 126 ) [HTML 0KB] [PDF 187KB ]( 122 )
371 Liu Xin , Chen Hui and Fei Heliang
  Estimation of the Parameters in the Lognormal Distribution with Grouped and Right-Censored Data
    In this paper we consider the estimation problem in the situation where the life of some products follows a lognormal distribution, and the observed data are grouped and right-censored. A necessary and sufficient condition for the exist...
    2008 24 (4): 371-380 [Abstract ] ( 112 ) [HTML 0KB] [PDF 232KB ]( 112 )
381 Liang Fengzhen and Shi Daoji
  The Dependence Analysis between Minimum and Maximum Order Statistics
    The dependence measures are discussed for the discrete random variables in this paper. It is proved that the asymptotic independence of the minimum and
maximum of $n$ i.i.d. random variables, and explicit expressions are given for th...
    2008 24 (4): 381-387 [Abstract ] ( 106 ) [HTML 0KB] [PDF 193KB ]( 136 )
388 Sun Xuebo
  Multi-Mixture System and Its Optimal Experimental Design
    In this paper, we discuss some issues of $D$-optimal and $A$-optimal design for Scheff\'{e} model on multiple mixture system. An important inequality based on positive definite quadratic form is also given. Employing the inequality, the...
    2008 24 (4): 388-398 [Abstract ] ( 107 ) [HTML 0KB] [PDF 226KB ]( 109 )
399 Liu Lixin and Cheng Shihong
  On Sufficient and Necessary Condition of a Strong Law of Large Numbers for Negatively Associated Random Variables
    In this paper, we obtain the sufficient and necessary condition of a strong law of large numbers for negatively associated random variables with different distributions and finite variances, the Egorov's results for independent random v...
    2008 24 (4): 399-406 [Abstract ] ( 113 ) [HTML 0KB] [PDF 189KB ]( 105 )
407 Zhao Lincheng , Wu Xiaoyan and Yang Yaning
  Approximating Null Distribution of the M-Test Statistics in Linear Models
    Linear hypotheses in linear models can be tested by the M-method. The M-test, the Wald-type test (W-test) and the Rao's score-type test (R-test) are the three most commonly used testing methods. However, the critical values for these te...
    2008 24 (4): 407-420 [Abstract ] ( 119 ) [HTML 0KB] [PDF 328KB ]( 112 )
421 Wang Jinglong and Li Guijun
  The Ordered Alternatives Test Problem based on Aligned Ranks in Complete Block Design
    In this paper, based on the Aligned Ranks a test named $C$ test to solve the
ordered alternatives test problem is derived, the property of the $C$ test in complete block design with each experiment unit having only one observation, e...
    2008 24 (4): 421-431 [Abstract ] ( 110 ) [HTML 0KB] [PDF 233KB ]( 111 )
432 Zhang Qiong and Guo Dawei
  Strong Consistency of Parameters' Bootstrap Estimators in Two-Dimensional Exponential Signal Model
    In this paper, we investigate the Bootstrap approximation for two-dimensional exponential signal model with noise, which has a wide applications in statistical signal processing, and give the Bootstrap estimators of the parameters by vi...
    2008 24 (4): 432-440 [Abstract ] ( 102 ) [HTML 0KB] [PDF 226KB ]( 122 )
441 Luo Ji
  Updating Equations of Linear Models with Dependent Errors
    Updating equations for linear models have been investigated for several years, however they have been restricted to the models with uncorrelated error structure, or considered for univariate linear models involving fixed parameters. Thi...
    2008 24 (4): 441-448 [Abstract ] ( 124 ) [HTML 0KB] [PDF 179KB ]( 114 )

 
 
ISSN 1001-4268
CN：31-1256
Editor-in-chief：MA ZhiMing
Sponsored:
Chinese Society of Probabilyty and Statistic,CMS
Edited by：
Editorial office of Chinese Journal of Applied Probability and Statistics
Domestic Issue： 4—414
Pricing ：￥ 12.00
 
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