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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Detalhes bibliográficos
Autor principal: Azevedo, Cecília Maria (author)
Outros Autores: Oliveira, Paulo E. (author)
Formato: conferencePaper
Idioma:eng
Publicado em: 2005
Assuntos:
Texto completo:http://hdl.handle.net/1822/1815
País:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/1815