کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1152604 | 958294 | 2011 | 10 صفحه PDF | دانلود رایگان |
Let {Xn,n≥1}{Xn,n≥1} be a sequence of stationary non-negative associated random variables with common marginal density f(x)f(x). Here we use the empirical survival function as studied in Bagai and Prakasa Rao (1991) and apply the smoothing technique proposed by Gawronski (1980) (see also Chaubey and Sen, 1996) in proposing a smooth estimator of the density function ff and that of the corresponding survival function. Some asymptotic properties of the resulting estimators, similar to those obtained in Chaubey and Sen (1996) for the i.i.d. case, are derived. A simulation study has been carried out to compare the new estimator to the kernel estimator of a density function given in Bagai and Prakasa Rao (1996) and the estimator in Buch-Larsen et al. (2005).
Journal: Statistics & Probability Letters - Volume 81, Issue 2, February 2011, Pages 267–276