Smooth estimation of survival and density functions for a stationary associated process using Poisson weights
From MaRDI portal
Publication:625015
DOI10.1016/j.spl.2010.10.010zbMath1270.62067MaRDI QIDQ625015
Yogendra P. Chaubey, Isha Dewan, Jun Li
Publication date: 11 February 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.10.010
strong consistency; survival functions; associated sequence; Hille's theorem; transformation density estimator
Related Items
An Asymmetric Kernel Estimator of Density Function for Stationary Associated Sequences, Wavelet-based estimation of regression function for dependent biased data under a given random design, Berry-Esséen bound of sample quantiles for negatively associated sequence, Wavelet linear density estimation for associated stratified size-biased sample
Cites Work
- Independence via uncorrelatedness under certain dependence structures
- Data-driven bandwidth choice for density estimation based on dependent data
- Asymptotic distributions of smoothed histograms
- Asymptotically optimum kernels for density estimation at a point
- Smoothing histograms by means of lattice- and continuous distributions
- Estimation of the survival function for stationary associated processes
- On smooth estimation of mean residual life
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- Some improvements on a boundary corrected kernel density estimator
- Transformations in Density Estimation
- A general method of density estimation for associated random variables
- Kernel density estimation for heavy-tailed distributions using the champernowne transformation
- A Note on Quantiles in Large Samples
- A Multivariate Exponential Distribution
- Association of Random Variables, with Applications
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item