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https://hdl.handle.net/1822/12218| Título: | On the kernel estimation of a multivariate distribution function under positive dependence |
| Autor(es): | Azevedo, Cecília Maria Oliveira, Paulo E. |
| Palavras-chave: | Asymptotic normality Empirical process Nonparametric estimation Optimal bandwidth Positive association |
| Data: | Abr-2011 |
| Editora: | Sociedad Chilena de Estadística (SOCHE) |
| Revista: | Chilean Statistical Society |
| Citação: | "Chilean Journal of Statistics". ISSN 0718-7912. 2:1-2 (Apr. 2011) 1-15. |
| Resumo(s): | In this paper, we consider the kernel estimator of the p-dimensional marginal distribution function of a stationary, positively associated sequence of random variables. For this setting, we state results concerning the asymptotic behaviour of this estimator extending some characterizations available in the literature. In addition, we present a simulation study about the empirical process constructed from such a estimator illustrating its asymptotic normality. |
| Tipo: | Artigo |
| URI: | https://hdl.handle.net/1822/12218 |
| ISSN: | 0718-7912 |
| Versão da editora: | http://chjs.soche.cl/index.php?option=com_content&view=article&id=48&Itemid=64 |
| Arbitragem científica: | yes |
| Acesso: | Acesso aberto |
| Aparece nas coleções: |
Ficheiros deste registo:
| Ficheiro | Descrição | Tamanho | Formato | |
|---|---|---|---|---|
| ChJS-02-01-05.pdf | Publicação iFirst | 283,9 kB | Adobe PDF | Ver/Abrir |
