Estimation of the survival function for stationary associated processes
From MaRDI portal
Recommendations
- Smooth estimation of survival and density functions for a stationary associated process using Poisson weights
- ESTIMATION OF THE DISTRIBUTION FUNCTION FOR STATIONARY RANDOM FIELDS OF ASSOCIATED PROCESSES
- Estimation of the survival function for \(m\)-dependent random variable with unbounded \(m\)
- Some limit theorems of survival function estimator for \(m\)-dependent processes
- Some asymptotic properties of an estimate of the survival function under dependence conditions
Cites work
- scientific article; zbMATH DE number 3321763 (Why is no real title available?)
- Association of Random Variables, with Applications
- Hazard rate estimation under dependence conditions
- Kernel-type density and failure rate estimation for associated sequences
- Moment bounds for associated sequences
- Normal fluctuations and the FKG inequalities
- On the convergence rate in the central limit theorem for associated processes
Cited in
(33)- Exponential rates for kernel density estimation under association
- Kaplan–Meier estimator and hazard estimator for censored negatively superadditive dependent data
- Explicit bounds on Lévy-Prohorov distance for a class of multidimensional distribution functions.
- Exponential inequality for associated random variables
- Empirical distribution of survival function for strong and uniformly mixing stochastic process
- Wilcoxon-signed rank test for associated sequences
- An Asymmetric Kernel Estimator of Density Function for Stationary Associated Sequences
- Arbitrary functional Glivenko-Cantelli classes and applications to different types of dependence
- Density estimation for associated sampling: A point process influenced approach
- On the blockwise bootstrap for empirical processes for stationary sequences
- U-statistics on associated random variables
- A general method of density estimation for associated random variables
- Strong representations of the Kaplan-Meier estimator and hazard estimator with censored widely orthant dependent data
- Kaplan-Meier estimator under association
- An Esseen-type inequality for probability density functions, with an application
- Some inequalities for strong mixing random variables with applications to density estimation
- Some limit theorems of survival function estimator for \(m\)-dependent processes
- The almost sure central limit theorems in the joint version for the maxima and sums of certain stationary Gaussian sequences
- Kernel-type density and failure rate estimation for associated sequences
- Local polynomial fitting under association
- On some smooth estimators of the quantile function for a stationary associated process
- Covariance and comparison inequalities under quadrant dependence
- Remarks on the strong law of large numbers for a triangular array of associated random variables
- Generalized covariance inequalities
- Associated sequences and related inference problems.
- Estimation of the joint survival function for successive duration times
- Smooth estimation of survival and density functions for a stationary associated process using Poisson weights
- Asymptotic normality of a smooth estimate of a random field distribution function under association
- On asymptotic behavior of \(U\)-statistics for associated random variables
- Weak convergence of TJW product-limit estimator under association
- Asymptotic normality of two-sample linear rank statistics under association
- Some asymptotic properties of an estimate of the survival function under dependence conditions
- Estimation of the survival function for \(m\)-dependent random variable with unbounded \(m\)
This page was built for publication: Estimation of the survival function for stationary associated processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1186644)