On the kernel estimation of a multivariate distribution function under positive dependence

Detalhes bibliográficos
Autor(a) principal: Azevedo, Cecília Maria
Data de Publicação: 2011
Outros Autores: Oliveira, Paulo E.
Tipo de documento: Artigo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/1822/12218
Resumo: 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.
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spelling On the kernel estimation of a multivariate distribution function under positive dependenceAsymptotic normalityEmpirical processNonparametric estimationOptimal bandwidthPositive associationScience & TechnologyIn 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.Fundação para a Ciência e TecnologiaSociedad Chilena de Estadística (SOCHE)Universidade do MinhoAzevedo, Cecília MariaOliveira, Paulo E.2011-042011-04-01T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/articleapplication/pdfhttp://hdl.handle.net/1822/12218eng"Chilean Journal of Statistics". ISSN 0718-7912. 2:1-2 (Apr. 2011) 1-15.0718-7912http://chjs.soche.cl/index.php?option=com_content&view=article&id=48&Itemid=64info:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2023-07-21T12:13:21Zoai:repositorium.sdum.uminho.pt:1822/12218Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-19T19:05:24.756426Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv On the kernel estimation of a multivariate distribution function under positive dependence
title On the kernel estimation of a multivariate distribution function under positive dependence
spellingShingle On the kernel estimation of a multivariate distribution function under positive dependence
Azevedo, Cecília Maria
Asymptotic normality
Empirical process
Nonparametric estimation
Optimal bandwidth
Positive association
Science & Technology
title_short On the kernel estimation of a multivariate distribution function under positive dependence
title_full On the kernel estimation of a multivariate distribution function under positive dependence
title_fullStr On the kernel estimation of a multivariate distribution function under positive dependence
title_full_unstemmed On the kernel estimation of a multivariate distribution function under positive dependence
title_sort On the kernel estimation of a multivariate distribution function under positive dependence
author Azevedo, Cecília Maria
author_facet Azevedo, Cecília Maria
Oliveira, Paulo E.
author_role author
author2 Oliveira, Paulo E.
author2_role author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Azevedo, Cecília Maria
Oliveira, Paulo E.
dc.subject.por.fl_str_mv Asymptotic normality
Empirical process
Nonparametric estimation
Optimal bandwidth
Positive association
Science & Technology
topic Asymptotic normality
Empirical process
Nonparametric estimation
Optimal bandwidth
Positive association
Science & Technology
description 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.
publishDate 2011
dc.date.none.fl_str_mv 2011-04
2011-04-01T00:00:00Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/12218
url http://hdl.handle.net/1822/12218
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv "Chilean Journal of Statistics". ISSN 0718-7912. 2:1-2 (Apr. 2011) 1-15.
0718-7912
http://chjs.soche.cl/index.php?option=com_content&view=article&id=48&Itemid=64
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Sociedad Chilena de Estadística (SOCHE)
publisher.none.fl_str_mv Sociedad Chilena de Estadística (SOCHE)
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
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reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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