Estimation of the survival function for stationary associated processes

Bagai, Isha ; Prakasa Rao, B. L. S. (1991) Estimation of the survival function for stationary associated processes Statistics & Probability Letters, 12 (5). pp. 385-391. ISSN 0167-7152

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Official URL: http://linkinghub.elsevier.com/retrieve/pii/016771...

Related URL: http://dx.doi.org/10.1016/0167-7152(91)90027-O

Abstract

Let {Xn, n ≥ 1} be a stationary sequence of associated random variables with survival function F̅ (x)= P[X1 > x]. The empirical survival function F̅ n(X) based on X1,X2,…,Xn is proposed as an estimator for F̅(x). Strong consistency, pointwise as well as uniform, and asymptotic normality of F̅ n(x) are discussed.

Item Type:Article
Source:Copyright of this article belongs to Elsevier Science.
Keywords:Survival Function; Associated Sequences; Uniform Strong Consistency; Asymptotic Normality
ID Code:37926
Deposited On:26 Apr 2011 10:31
Last Modified:26 Apr 2011 10:31

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