Please note, we are currently updating the 2018 Journal Metrics. Acta Mathematicae Applicatae Sinica (English Series) is a quarterly journal established by the Chinese Mathematical Society. The journal publishes high quality research papers from all branches of applied mathematics, including partial differential equations, computational mathematics, applied probability, mathematical finance, statistics, dynamical systems, and optimization and management science.
Acta Mathematicae Applicatae Sinica, English Series
Description
Identifiers
| ISSN | 0168-9673 |
| e-ISSN | 1618-3932 |
Publisher
Springer Berlin Heidelberg
Additional information
Data set: Springer
Articles
article
Acta Mathematicae Applicatae Sinica, English Series > 2019 > 35 > 3 > 521-531
On the one hand, we investigate the Bahadur representation for sample quantiles under φ-mixing sequence with φ(n) = O(n−3) and obtain a rate as $$O\left(n^{-\frac{3}{4}} \log n\right)$$ O ( n − 3 4 log n ) , a.s. On the other hand, by relaxing the condition of mixing coefficients to $$\sum_{n=1}^{\infty} \varphi^{1 / 2}(n)<\infty$$ ∑ n = 1 ∞ φ 1 / 2 ( n ) < ∞...
article
Acta Mathematicae Applicatae Sinica, English Series > 2019 > 35 > 3 > 491-512
This paper considers a nonparametric M-estimator of a regression function for functional stationary ergodic data. More precisely, in the ergodic data setting, we consider the regression of a real random variable Y over an explanatory random variable X taking values in some semi-metric abstract space. Under some mild conditions, the weak consistency and the asymptotic normality of the M-estimator are...
article
Acta Mathematicae Applicatae Sinica, English Series > 2019 > 35 > 3 > 607-619
Zero-utility principle is one of the main premium pricing principles, which has been widely used in insurance practice. In this paper, the nonparametric estimation of zero-utility premium is given. In addition, the consistency and asymptotic normality of the estimation are proved. Some special cases including linear, exponential and quadratic utility are discussed. Finally, the Monte Carlo method...
