An Asymmetric Kernel Estimator of Density Function for Stationary Associated Sequences

作者：Chaubey Yogendra P^*; Dewan Isha; Li Jun

来源：Communications in Statistics - Simulation and Computation, 2012, 41(4): 554-572.

DOI：10.1080/03610918.2011.598990

• Associated sequence
• Asymmetric kernel estimator
• Strong consistency
• Survival function

Here, we apply the smoothing technique proposed by Chaubey et al. (2007) for the empirical survival function studied in Bagai and Prakasa Rao (1991) for a sequence of stationary non-negative associated random variables. The derivative of this estimator in turn is used to propose a nonparametric density estimator. The asymptotic properties of the resulting estimators are studied and contrasted with some other competing estimators. A simulation study is carried out comparing the recent estimator based on the Poisson weights (Chaubey et al., 2011) showing that the two estimators have comparable finite sample global as well as local behavior.

• 出版日期2012