Efficient Estimation of a Distribution Function under Quadrant Dependence

DOI10.1111/1467-9469.00098zbMath0904.62045OpenAlexW1992498687MaRDI QIDQ3842758

George G. Roussas, Zong-Wu Cai

Publication date: 25 January 1999

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9469.00098

zbMATH Keywords

asymptotic relative efficiencyempirical distributiondeficiencymean squared errorskernel-type estimatepairwise negative quadrant dependencesmooth estimatestrict stationarypairwise positive quadrant dependence

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Related Items (10)

Nonparametric estimation of conditional VaR and expected shortfall ⋮ Nonparametric kernel estimation of expected shortfall under negatively associated sequences ⋮ Efficient estimation of a distribution function based on censored data ⋮ Berry-esseen bounds for smooth estimator of a distribution function under association ⋮ ROC curve estimation based on local smoothing ⋮ Tightness criterion and weak convergence for the generalized empirical process in \(D[0, 1\)] ⋮ Nonparametric estimation under long memory dependence ⋮ Asymptotic normality of the kernel estimate of a probability density function under association ⋮ Weak convergence for smooth estimator of a distribution function under negative association ⋮ Estimation of a two-dimensional distribution function under association

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