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

• Author(s): Azevedo, Cecília Maria ; Oliveira, Paulo E.
• Date: 2011
• Persistent ID: http://hdl.handle.net/1822/12218
• Origin: RepositóriUM - Universidade do Minho
• Subject(s): Asymptotic normality; Empirical process; Nonparametric estimation; Optimal bandwidth; Positive association
• Document Type: Article
• Language: English

Description

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.