Publication
Kernel-Type estimation of bivariate distribution for associated random variables
| Summary: | 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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| Main Authors: | Azevedo, Cecília Maria |
| Other Authors: | Oliveira, Paulo |
| Subject: | Association Convergence Kernel estimation Stationarity |
| Year: | 2000 |
| Country: | Portugal |
| Document type: | conference paper |
| Access type: | open access |
| Associated institution: | Universidade do Minho |
| Language: | English |
| Origin: | RepositóriUM - Universidade do Minho |
| Summary: | 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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