On the kernel estimation of a multivariate distribution function under positive...

• Autor(es): Azevedo, Cecília Maria ; Oliveira, Paulo E.
• Data: 2011
• Identificador Persistente: http://hdl.handle.net/1822/12218
• Origem: RepositóriUM - Universidade do Minho
• Assunto(s): Asymptotic normality; Empirical process; Nonparametric estimation; Optimal bandwidth; Positive association
• Tipo de Documento: Artigo
• Idioma: Inglês

Descrição

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.