Estimation of the survival function for stationary associated processes

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

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Year of publication:	1991
Authors:	Bagai, Isha ; Prakasa Rao, B. L. S.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 12.1991, 5, p. 385-391
Publisher:	Elsevier
Keywords:	Survival function associated sequences uniform strong consistency asymptotic normality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223520