na随机序的bootstrap收敛性.pdfVIP

摘 要 本文共三章，主要讨论了NA随机变量序列的bootstrap收敛性． Block 第一章证明NA的严平稳随机序列在二阶柜存在的条件下，其Moving Bootstrap样本满足中心极限定理． 第二章证明NA的随机变量若满足二阶矩有限，且bootstrap样本容量m与 原样本容量佗满足lim sup。+。o i斋∞，则该bootstrap样本服从强大数律． 第三章将用统计软件SAS构造出NA的随机变量进行数值模拟，以具体数据 反映bootstrap收敛性的效果． Block 关键词：NA；bootstrap；MovingBootstrap；中心极限定理；强大数律 数值模拟． ABSTRACT Thisdissertationconsistsofthree whichwediscussthe chapters，in convergence ofNA samples． bootstrap In isshownthat a．ssociated sat— chapterone，it stationarynegatively sequences second the Block CentralLimitTheoremwithfinite moment， isfy MovingBootstrap evenwith bootstrapped norming． In showthatNA the Lawof chaptertwo，we sequencessatisfybootstrapLarge ifsecondmomentisfiniteandlim andn Numbers sup_+o。i蒜o。，where?It indicatethe and sizes bootstrap sampleseperatelF original In constructauNA checkthe bySAS，and up chapterthree，we sequence ofthe simulations． bootstrapby convergencecfficiency Block Bootstrap words：negativeassociation(NA)；bootstrap；Moving Key limit of centraltheorem；lawlargenumbers；simulation． 文中部分缩