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Estimation of the distribution function for stationary random fields of associated processes

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Abstract

For a stationary field {X_{underline{j}} , underline{j} inmathbb{Z}_+^d } of associated random variables withdistribution function {F}(x) =P(X_{underline{1}} le x) westudy strong consistency and asymptotic normality of the empiricaldistribution function, which is proposed as an estimator for {F}(x). We also consider strong consistency and asymptotic normalityof the empirical survival function by applying these results.

참고문헌 (7)

  1. "Estimation of the survivalfunction for stationary associated processes", pp.385~ (1991)
  2. "Moment bounds for associated sequences", pp.1184~ (1988)
  3. "On the convergence rate in the central limit theoremfor associated processes", pp.1685~ (1988)
  4. "Inequalities for moments of sums ofassiciated multi-indexed variables", pp.342~ (1993)
  5. "Central limit theorems forassociated random variables and the percolation model", pp.~12514528 (1984)
  6. "Association of randomvariables with applications", pp.1466~ (1967)
  7. "Inequalities in Statistics and Probability", pp.127~140 (1984)

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