Kernel-type density and failure rate estimation for associated sequences
β Scribed by Isha Bagai; B. L. S. Prakasa Rao
- Publisher
- Springer Japan
- Year
- 1995
- Tongue
- English
- Weight
- 556 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0020-3157
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π SIMILAR VOLUMES
In some long term studies, a series of dependent and possibly censored failure times may be observed. Suppose that the failure times have a common marginal distribution function having a density, and the nonparametric estimation of density and hazard rate under random censorship is of our interest.
We consider the estimation of the multivariate probability density function f(x 1 ; : : : ; x d ) of X 1 ; : : : ; X d of a stationary associated random process {X i } β i=-β . Uniform strong rates of convergence over compact sets in R d are established for the estimates of f and all its partial der