Asymptotic normality of a smooth estimate of a random field distribution function under association

DOI10.1016/0167-7152(94)00151-WzbMath0830.62040OpenAlexW2030256725MaRDI QIDQ1897099

George G. Roussas

Publication date: 4 February 1996

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)00151-w

zbMATH Keywords

asymptotic normalitystationarityempirical distributionsmooth kernel-type estimatepositive or negative associationpositive or negative quadrant dependencetranslation invariant random variables

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

Related Items (19)

A Note on the Convergence Rate of Strong Law of Large Numbers for Positively Associated Sequences ⋮ Rate of Convergence of Strong Law of Large Numbers for Positively Associated Sequences ⋮ Some inequalities for strong mixing random variables with applications to density estimation ⋮ Local polynomial fitting under association ⋮ Exponential inequality for associated random variables ⋮ Strong convergence rates for the estimation of a covariance operator for associated samples ⋮ Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples ⋮ Berry-esseen bounds for smooth estimator of a distribution function under association ⋮ Some exponential inequalities for positively associated random variables and rates of convergence of the strong law of large numbers ⋮ Large deviations for the empirical mean of associated random variables ⋮ An Esseen-type inequality for probability density functions, with an application ⋮ On the strong convergence rate for positively associated random variables ⋮ Exponential rates for kernel density estimation under association ⋮ The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences ⋮ Convergence rates for the estimation of two-dimensional distribution functions under association and estimation of the covariance of the limit empirical process ⋮ Weak convergence for smooth estimator of a distribution function under negative association ⋮ Empirical Likelihood Confidence Intervals for Distribution Functions under Negatively Associated Samples ⋮ Estimation of a two-dimensional distribution function under association ⋮ Multivariate probability density estimation for associated processes: Strong consistency and rates.

Cites Work

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• Nearest neighbor estimators for random fields
• Nonparametric estimation of Markov transition functions
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• Negative association of random variables, with applications
• Asymptotic normality of the maximum likelihood estimate in Markov processes
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• Curve estimation in random fields of associated processes
• Some Concepts of Dependence
• Association of Random Variables, with Applications
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process

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