Bagai, Isha ; Prakasa Rao, B. L. S.
(1995)
*Kernel-type density and failure rate estimation for associated sequences*
Annals of the Institute of Statistical Mathematics, 47
(2).
pp. 253-266.
ISSN 0020-3157

Full text not available from this repository.

Official URL: http://www.springerlink.com/content/g3m1747v147621...

Related URL: http://dx.doi.org/10.1007/BF00773461

## Abstract

Let {X _{n}, n ≥ 1} be a strictly stationary sequence of associated random variables defined on a probability space (Ω,B, P) with probability density function f(x) and failure rate function r(x) for X_{1}. Let f_{n} (x) be a kerneltype estimator of f(x) based on X_{1} ,...,X_{n}. Properties of f_{n}(x) are studied. Point wise strong consistency and strong uniform consistency are established under a certain set of conditions. An estimator r_{n}(x) of r(x) based on f_{n}(x) and F̅_{n}(x), the empirical survival function, is proposed. The estimator r_{n}(x) is shown to be point wise strongly consistent as well as uniformly strongly consistent over some sets.

Item Type: | Article |
---|---|

Source: | Copyright of this article belongs to Springer. |

Keywords: | Density Estimator; Failure-rate Estimator; Kernel Estimators; Associated Sequences |

ID Code: | 37243 |

Deposited On: | 12 Apr 2011 11:35 |

Last Modified: | 07 Dec 2011 05:34 |

Repository Staff Only: item control page