On the multivariate kernel distribution estimator for distribution functions under association
In this note we consider the estimation of the multivariate distribution function Fp of the p-dimensional marginal of a stationary associated sequence. We show, under certain regularity conditions, the almost sure consistency and characterize the asymptotic behavior of the MSE. We also characterize...
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| Format: | conferencePaper |
| Language: | eng |
| Published: |
2005
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| Online Access: | http://hdl.handle.net/1822/1815 |
| Country: | Portugal |
| Oai: | oai:repositorium.sdum.uminho.pt:1822/1815 |