메뉴 건너뛰기




Volumn 25, Issue 1, 1998, Pages 211-224

Efficient estimation of a distribution function under quadrant dependence

Author keywords

Asymptotic relative efficiency; Deficiency; Empirical distribution function; Kernel type estimate; Mean squared error; Pairwise negative quadrant dependence; Pairwise positive quadrant dependence; Smooth estimate; Strict stationarity

Indexed keywords


EID: 0032361036     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00098     Document Type: Article
Times cited : (15)

References (24)
  • 1
    • 77956891548 scopus 로고
    • A note on the estimation of a distribution function and quantiles by a kernel method
    • Azzalini, A. (1981). A note on the estimation of a distribution function and quantiles by a kernel method. Biometrika 68, 326-328.
    • (1981) Biometrika , vol.68 , pp. 326-328
    • Azzalini, A.1
  • 2
    • 0002810049 scopus 로고
    • Uniform strong convergence and rates for the kernel estimators of a distribution function and a regression function under weakly dependent assumptions
    • Cai, Z. W. (1993). Uniform strong convergence and rates for the kernel estimators of a distribution function and a regression function under weakly dependent assumptions. Chinese J. Appl. Probab. Statist. 9, 11-17.
    • (1993) Chinese J. Appl. Probab. Statist. , vol.9 , pp. 11-17
    • Cai, Z.W.1
  • 3
    • 0001894322 scopus 로고
    • Uniform strong estimation under α-mixing, with rates
    • Cai, Z. W. & Roussas, G. G. (1992). Uniform strong estimation under α-mixing, with rates. Statist. Probab. Lett. 15, 47-55.
    • (1992) Statist. Probab. Lett. , vol.15 , pp. 47-55
    • Cai, Z.W.1    Roussas, G.G.2
  • 4
    • 0001382704 scopus 로고
    • Association of random variables, with applications
    • Esary, J. D., Proschan, F. & Walkup, D. W. (1967). Association of random variables, with applications. Ann. Math. Statist. 38, 1466-1474.
    • (1967) Ann. Math. Statist. , vol.38 , pp. 1466-1474
    • Esary, J.D.1    Proschan, F.2    Walkup, D.W.3
  • 5
    • 0002882733 scopus 로고
    • Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
    • Falk, M. (1983). Relative efficiency and deficiency of kernel type estimators of smooth distribution functions. Statist. Neerlandica 37, 73-83.
    • (1983) Statist. Neerlandica , vol.37 , pp. 73-83
    • Falk, M.1
  • 6
    • 0000709793 scopus 로고
    • Negative association of random variables, with applications
    • Joag-Dev, K. & Proschan, F. (1983). Negative association of random variables, with applications. Ann. Statist. 11, 286-295.
    • (1983) Ann. Statist. , vol.11 , pp. 286-295
    • Joag-Dev, K.1    Proschan, F.2
  • 7
    • 0001025378 scopus 로고
    • The performance of kernel density functions in kernel distribution function estimation
    • Jones, M. C. (1990). The performance of kernel density functions in kernel distribution function estimation. Statist. Probab. Lett. 9, 129-132.
    • (1990) Statist. Probab. Lett. , vol.9 , pp. 129-132
    • Jones, M.C.1
  • 8
    • 0000739250 scopus 로고
    • Some concepts of dependence
    • Lehmann, E. (1966). Some concepts of dependence. Ann. Math. Statist. 37, 1137-1153.
    • (1966) Ann. Math. Statist. , vol.37 , pp. 1137-1153
    • Lehmann, E.1
  • 9
    • 0000157839 scopus 로고
    • Smooth estimators of distribution and density functions
    • Lejeune, M. & Sarda, P. (1992). Smooth estimators of distribution and density functions. Comput. Statist. Data Anal. 14, 457-471.
    • (1992) Comput. Statist. Data Anal. , vol.14 , pp. 457-471
    • Lejeune, M.1    Sarda, P.2
  • 10
    • 0009421771 scopus 로고
    • On the asymptotically optimal solution within a certain class of kernel type estimators
    • Mammitzsch, V. (1984). On the asymptotically optimal solution within a certain class of kernel type estimators. Statist. Decisions 2, 247-255.
    • (1984) Statist. Decisions , vol.2 , pp. 247-255
    • Mammitzsch, V.1
  • 11
    • 0001102173 scopus 로고
    • Some new estimates for distribution function
    • Nadaraya, E. A. (1964). Some new estimates for distribution function. Theory Probab. Appl. 9, 497-500.
    • (1964) Theory Probab. Appl. , vol.9 , pp. 497-500
    • Nadaraya, E.A.1
  • 12
    • 0001478817 scopus 로고
    • Asymptotic independence and limit theorems for positively and negatively dependent random variables
    • (ed. Y. L. Tong). IMS Lecture Notes-Monograph Series 5
    • Newman, C. M. (1984). Asymptotic independence and limit theorems for positively and negatively dependent random variables. In: Inequality in statistics and probability (ed. Y. L. Tong). IMS Lecture Notes-Monograph Series 5, 127-140.
    • (1984) Inequality in Statistics and Probability , pp. 127-140
    • Newman, C.M.1
  • 13
    • 0000690601 scopus 로고
    • Non-parametric estimation of smooth distribution functions
    • Reiss, R. D. (1981). Non-parametric estimation of smooth distribution functions. Scand. J. Statist. 8, 116-119.
    • (1981) Scand. J. Statist. , vol.8 , pp. 116-119
    • Reiss, R.D.1
  • 14
    • 0001700439 scopus 로고
    • Non-parametric estimation of the transition distribution function of a Markov process
    • Roussas, G. G. (1969). Non-parametric estimation of the transition distribution function of a Markov process. Ann. Math. Statist. 40, 1386-1400.
    • (1969) Ann. Math. Statist. , vol.40 , pp. 1386-1400
    • Roussas, G.G.1
  • 16
    • 0002356882 scopus 로고
    • Asymptotic normality of a smooth estimate of the distribution function under association in a random field framework
    • Roussas, G. G. (1995). Asymptotic normality of a smooth estimate of the distribution function under association in a random field framework. Statist. Probab. Lett. 24, 77-90.
    • (1995) Statist. Probab. Lett. , vol.24 , pp. 77-90
    • Roussas, G.G.1
  • 17
    • 0001104705 scopus 로고
    • Two dimensional analogues of an inequality of Esseen with applications to the central limit theorem
    • Sadikova, S. M. (1966). Two dimensional analogues of an inequality of Esseen with applications to the central limit theorem. Theory Probab. Appl. 11, 325-335.
    • (1966) Theory Probab. Appl. , vol.11 , pp. 325-335
    • Sadikova, S.M.1
  • 18
    • 38249001472 scopus 로고
    • Smoothing parameter selection for smooth distribution functions
    • Sarda, P. (1993). Smoothing parameter selection for smooth distribution functions. J. Statist. Plann. Inference 35, 65-75.
    • (1993) J. Statist. Plann. Inference , vol.35 , pp. 65-75
    • Sarda, P.1
  • 19
    • 0002283310 scopus 로고
    • Mean integrated squared error properties and optimal kernels when estimating a distribution function
    • Swanepoel, J. W. H. (1988). Mean integrated squared error properties and optimal kernels when estimating a distribution function. Comm. Statist. Theory Methods, 17, 3785-3799.
    • (1988) Comm. Statist. Theory Methods , vol.17 , pp. 3785-3799
    • Swanepoel, J.W.H.1
  • 21
    • 84984385338 scopus 로고
    • Strong uniform consistency of integrals of density estimators
    • Winter, B. B. (1973). Strong uniform consistency of integrals of density estimators. Canad. J. Statist. 1, 247-253.
    • (1973) Canad. J. Statist. , vol.1 , pp. 247-253
    • Winter, B.B.1
  • 22
    • 0001272608 scopus 로고
    • Convergence rate of perturbed empirical distribution functions
    • Winter, B. B. (1979). Convergence rate of perturbed empirical distribution functions. J. Appl. Probab. 16, 163-173.
    • (1979) J. Appl. Probab. , vol.16 , pp. 163-173
    • Winter, B.B.1
  • 23
    • 0002625198 scopus 로고
    • Uniform convergence of an estimator of a distribution function
    • Yamato, H. (1973). Uniform convergence of an estimator of a distribution function. Bull. Math. Statist. 15, 69-78.
    • (1973) Bull. Math. Statist. , vol.15 , pp. 69-78
    • Yamato, H.1
  • 24
    • 0010910406 scopus 로고
    • Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
    • Xiang, X. (1995). Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data. Ann. Statist. 23, 836-854.
    • (1995) Ann. Statist. , vol.23 , pp. 836-854
    • Xiang, X.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.