Consider the nonautonomous delay logistic equation △yn=pnyn（1-yn-ln/k）,n≥0, where {Pn}n≥0 is a sequence of nonnegative real numbers, {In}n≥0 is a sequence of positive integers satisfying n→∞lim（n-ln）=∞, and...Consider the nonautonomous delay logistic equation △yn=pnyn（1-yn-ln/k）,n≥0, where {Pn}n≥0 is a sequence of nonnegative real numbers, {In}n≥0 is a sequence of positive integers satisfying n→∞lim（n-ln）=∞, and k is a positive constant. Only solutions which are positive for n ≥ 0 are considered. We obtain a new sufficient for all positive solutions of （1） to oscillate about k which contains the corresponding result in [2] when i = 1.展开更多
This paper deals with the conditional quantile estimation based on left-truncated and right-censored data.Assuming that the observations with multivariate covariates form a stationary α-mixing sequence,the authors de...This paper deals with the conditional quantile estimation based on left-truncated and right-censored data.Assuming that the observations with multivariate covariates form a stationary α-mixing sequence,the authors derive the strong convergence with rate,strong representation as well as asymptotic normality of the conditional quantile estimator.Also,a Berry-Esseen-type bound for the estimator is established.In addition,the finite sample behavior of the estimator is investigated via simulations.展开更多
文摘Consider the nonautonomous delay logistic equation △yn=pnyn（1-yn-ln/k）,n≥0, where {Pn}n≥0 is a sequence of nonnegative real numbers, {In}n≥0 is a sequence of positive integers satisfying n→∞lim（n-ln）=∞, and k is a positive constant. Only solutions which are positive for n ≥ 0 are considered. We obtain a new sufficient for all positive solutions of （1） to oscillate about k which contains the corresponding result in [2] when i = 1.
基金supported by the National Natural Science Foundation of China(No.11271286)the Specialized Research Fund for the Doctor Program of Higher Education of China(No.20120072110007)a grant from the Natural Sciences and Engineering Research Council of Canada
文摘This paper deals with the conditional quantile estimation based on left-truncated and right-censored data.Assuming that the observations with multivariate covariates form a stationary α-mixing sequence,the authors derive the strong convergence with rate,strong representation as well as asymptotic normality of the conditional quantile estimator.Also,a Berry-Esseen-type bound for the estimator is established.In addition,the finite sample behavior of the estimator is investigated via simulations.
