Kernel-Type estimation of bivariate distribution for associated random variables

Detalhes bibliográficos
Autor(a) principal: Azevedo, Cecília Maria
Data de Publicação: 2000
Outros Autores: Oliveira, Paulo
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/1822/2014
Resumo: Let a stationary sequence of associated random variables with uniform distribution on [0,1] and F the distribution function of the random pair (X_1,X_{k+1}), for fixed k. We introduce a kernel estimator for F and study its asymptotic properties and moments, characterizing their convergence rates. From these we derive the optimal rate for the bandwidth, which is of order n up -1. Conditions are also given to ensure that the finite dimensional distributions are asymptotically gaussian.
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spelling Kernel-Type estimation of bivariate distribution for associated random variablesAssociationConvergenceKernel estimationStationarityLet a stationary sequence of associated random variables with uniform distribution on [0,1] and F the distribution function of the random pair (X_1,X_{k+1}), for fixed k. We introduce a kernel estimator for F and study its asymptotic properties and moments, characterizing their convergence rates. From these we derive the optimal rate for the bandwidth, which is of order n up -1. Conditions are also given to ensure that the finite dimensional distributions are asymptotically gaussian.Centro de Matemática (CMAT).Fundação para a Ciência e a Tecnologia (FCT) - Programa Operacional Ciência e Inovação (POCI) 2010.Walter de Gruyter GmbHUniversidade do MinhoAzevedo, Cecília MariaOliveira, Paulo20002000-01-01T00:00:00Zconference paperinfo:eu-repo/semantics/publishedVersionapplication/pdfhttp://hdl.handle.net/1822/2014engAZEVEDO, Cecília Maria ; OLIVEIRA, Paulo – “Kernel-Type estimation of bivariate distribution for associated random variables”. In KOLLO, T ; TIIT E.-M. ; SRIVASTAVA, M., ed. lit. – “Multivariate statistics : proceedings of the 6th Tartu Conference”. Utrecht : VSP ; Vilnius : TEV, 2000. ISBN 9067643297. p. 17-25.info: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:RCAAP2024-05-11T04:15:59Zoai:repositorium.sdum.uminho.pt:1822/2014Portal AgregadorONGhttps://www.rcaap.pt/oai/openairemluisa.alvim@gmail.comopendoar:71602024-05-11T04:15:59Repositório 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 Kernel-Type estimation of bivariate distribution for associated random variables
title Kernel-Type estimation of bivariate distribution for associated random variables
spellingShingle Kernel-Type estimation of bivariate distribution for associated random variables
Azevedo, Cecília Maria
Association
Convergence
Kernel estimation
Stationarity
title_short Kernel-Type estimation of bivariate distribution for associated random variables
title_full Kernel-Type estimation of bivariate distribution for associated random variables
title_fullStr Kernel-Type estimation of bivariate distribution for associated random variables
title_full_unstemmed Kernel-Type estimation of bivariate distribution for associated random variables
title_sort Kernel-Type estimation of bivariate distribution for associated random variables
author Azevedo, Cecília Maria
author_facet Azevedo, Cecília Maria
Oliveira, Paulo
author_role author
author2 Oliveira, Paulo
author2_role author
dc.contributor.none.fl_str_mv Universidade do Minho
dc.contributor.author.fl_str_mv Azevedo, Cecília Maria
Oliveira, Paulo
dc.subject.por.fl_str_mv Association
Convergence
Kernel estimation
Stationarity
topic Association
Convergence
Kernel estimation
Stationarity
description Let a stationary sequence of associated random variables with uniform distribution on [0,1] and F the distribution function of the random pair (X_1,X_{k+1}), for fixed k. We introduce a kernel estimator for F and study its asymptotic properties and moments, characterizing their convergence rates. From these we derive the optimal rate for the bandwidth, which is of order n up -1. Conditions are also given to ensure that the finite dimensional distributions are asymptotically gaussian.
publishDate 2000
dc.date.none.fl_str_mv 2000
2000-01-01T00:00:00Z
dc.type.driver.fl_str_mv conference paper
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/1822/2014
url http://hdl.handle.net/1822/2014
dc.language.iso.fl_str_mv eng
language eng
dc.relation.none.fl_str_mv AZEVEDO, Cecília Maria ; OLIVEIRA, Paulo – “Kernel-Type estimation of bivariate distribution for associated random variables”. In KOLLO, T ; TIIT E.-M. ; SRIVASTAVA, M., ed. lit. – “Multivariate statistics : proceedings of the 6th Tartu Conference”. Utrecht : VSP ; Vilnius : TEV, 2000. ISBN 9067643297. p. 17-25.
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 Walter de Gruyter GmbH
publisher.none.fl_str_mv Walter de Gruyter GmbH
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
institution RCAAP
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 mluisa.alvim@gmail.com
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