| THE TAIL ESTIMATION FOR THE DISTRIBUTION OF THE SUPREMA OF A P-BRIDGE |
| |
| 引用本文： | ZHANG Jian (Institute of Systems Science,Academia Sinica,Beijing 100080,China). THE TAIL ESTIMATION FOR THE DISTRIBUTION OF THE SUPREMA OF A P-BRIDGE[J]. 系统科学与复杂性, 1992, 0(3) |
| |
| 作者姓名： | ZHANG Jian (Institute of Systems Science Academia Sinica Beijing 100080 China) |
| |
| 作者单位： | Institute of Systems Science，Academia Sinica，Beijing 100080，China |
| |
| 基金项目： | Research supported in part by National Natural Science Foundation of China G0188423 |
| |
| 摘 要： | Let X_1,X_2,…be a sequence of independent random vectors which take values in IR~2 and X_i～P.By the projection pursuit (PP) method,we canconstruct PP type Kolmogrov-Smirnov statistics:K_n=(?) 1/n~(1/2)|sum from i=1 to n(I_|a~rX_(?)(?)t|-P(a~rX_1(?)t))|,where I_([·]) is the indicator function of the set [·] and P is a probability distribution.The limit distribution of K_n is the distribution for the suprema of a P-bridgewhose index is the set of all half spaces in IR~2.Let{W_p([0,(?)])∶(?)∈[0,1]~2} be atwo parameter Brownish bridge.The main result of this paper is(?)for all λ,provided P is the uniform distribution on [0,k_1]×[0,k_2],0
|
THE TAIL ESTIMATION FOR THE DISTRIBUTION OF THE SUPREMA OF A P-BRIDGE |
| |
| ZHANG Jian. THE TAIL ESTIMATION FOR THE DISTRIBUTION OF THE SUPREMA OF A P-BRIDGE[J]. Journal of Systems Science and Complexity, 1992, 0(3) |
| |
| Authors: | ZHANG Jian |
| |
| Abstract: | |
| |
| Keywords: | P-Bridge half space projection pursuit |
| 本文献已被 CNKI 等数据库收录！ |
