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https://hdl.handle.net/1822/1815| Título: | On the multivariate kernel distribution estimator for distribution functions under association |
| Autor(es): | Azevedo, Cecília Maria Oliveira, Paulo E. |
| Palavras-chave: | Association Kernel estimator Optimal bandwidth Mean squared error |
| Data: | 2005 |
| Citação: | AZEVEDO, Cecília; OLIVEIRA, Paulo E. - On the multivariate kernel distribution estimator for distribution functions under association. In INTERNATIONAL SYMPOSIUM ON APPLIED STOCHASTIC MODELS AND DATA ANALYSIS, 11, Brest, 2005 – “A Conference of the Quantitative methods in Business and Industry Society” [Em linha]. [S.l. : s.n.], 2005. [Consult. 25 Maio 2005]. Disponível em WWW :URL:http://asmda2005.enst-bretagne.fr/IMG/pdf/proceedings/1475.pdf |
| Resumo(s): | In this note we consider the estimation of the multivariate distribution function Fp of the p-dimensional marginal of a stationary associated sequence. We show, under certain regularity conditions, the almost sure consistency and characterize the asymptotic behavior of the MSE. We also characterize the asymptotic optimal bandwidth. Under some stronger assumptions on the covariance this bandwidth rate is shown to be the same as for the independent case. |
| Tipo: | Artigo em ata de conferência |
| URI: | https://hdl.handle.net/1822/1815 |
| Arbitragem científica: | yes |
| Acesso: | Acesso aberto |
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