文章基本信息

标题：On the kernel estimation of a multivariate distribution function under positive dependence
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作者：Cecília Azevedo ; Paulo E. Oliveira
期刊名称：Chilean Journal of Statistics
印刷版ISSN：0718-7912
电子版ISSN：0718-7920
出版年度：2011
卷号：2
期号：1
页码：99-113
出版社：Chilean Statistical Society
摘要：In this paper, we consider the kernel estimator of the p-dimensional marginal distribution function of a stationary, positively associated sequence of random variables. For this setting, we state results concerning the asymptotic behaviour of this estimator extending some characterizations available in the literature. In addition, we present a simulation study about the empirical process constructed from such a estimator illustrating its asymptotic normality.
关键词：Asymptotic normality Empirical process Nonparametric estimation; Optimal bandwidth Positive association.