ESTIMATION OF THE SURVIVAL FUNCTION FOR STATIONARY ASSOCIATED PROCESSES

被引：38

作者：

BAGAI, I

RAO, BLSP

机构：

[1] PUNJAB UNIV,DEPT STAT,CHANDIGARH 160014,INDIA

[2] INDIAN STAT INST,NEW DELHI 110016,INDIA

来源：

STATISTICS & PROBABILITY LETTERS | 1991年 / 12卷 / 05期

关键词：

SURVIVAL FUNCTION; ASSOCIATED SEQUENCES; UNIFORM STRONG CONSISTENCY; ASYMPTOTIC NORMALITY;

D O I：

10.1016/0167-7152(91)90027-O

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X(n) n greater-than-or-equal-to 1} be a stationary sequence of associated random variables with survival function FBAR(x) = P[X1 > x]. The empirical survival function FBAR(n)(x) based on X1, X2,..., X(n) is proposed as an estimator for FBAR(x). Strong consistency, pointwise as well as uniform, and asymptotic normality of FBAR(n)(x) are discussed.

引用

页码：385 / 391

页数：7

共 8 条

[1]

BAGAI I, 1990, UNPUB KERNEL TYPE DE

[2] MOMENT BOUNDS FOR ASSOCIATED SEQUENCES [J].