The sole purpose of this paper is to establish asymptotic normality of the usual kernel estimate of the marginal probability density function of a strictly stationary sequence of associated random variables. In much of the discussions and derivations, the term association is used to include both...

Let Zd be the lattice of points in d with integer coordinates, and let {Xn}, n [epsilon] Zd, be a random field of real-valued translation invariant random variables with unknown distribution function F. For u and v in Zd with u < v let, Buv be the box in Zd defined by Buv = {n [epsilon] Zd; u < n [less-than-or-equals, slant] v}, and for N = 1, 2, ..., let k(N) = (k1 (N), ..., kd (N)) with ki(N) --> [infinity] as N -- [infinity], I = 1, ..., d. On the basis of the...</v>

Let X1, X2,..., Xn be p-dimensional random vectors coming from a strictly stationary sequence which is also subject to any one of the four standard kinds of mixing. The survival function is defined by (x) = P(X x), where X is distributed as the X's above and the inequality X x is to be...

Consider the fixed regression model with general weights, and suppose that the error random variables are coming from a strictly stationary stochastic process, satisfying the strong mixing condition. The asymptotic normality of the proposed estimate is established under weak conditions. The...

For n = 1, 2,... and i integer between 1 and n, let xni be fixed design points in a compact subset S of , and let Yni be observations taken at these points through g, an unknown continuous real-valued function defined on , and subject to errors [var epsilon]ni; that is, Yni = g(xni) + [var...

For j=1, 2,..., let {Zj}={(Xj, Yj)} be a strictly stationary sequence of random variables, where the X's and the Y's are 1p-valued and 1q-valued, respectively, for some integers p, q[greater-or-equal, slanted]1. Let [phi] be an integrable Borel real-valued function defined on 1q and set 97. The...

Consider a long term study, where a series of possibly censored failure times is observed. Suppose the failure times have a common marginal distribution functionF, but they exhibit a mode of dependence characterized by positive or negative association. Under suitable regularity conditions, it is...

Sharp convergence rates for fixed design regression estimators for negatively associated random variables are established. The rates are obtained by means of exponential inequalities, which hold under general conditions.