Estimation of the survival function for stationary associated processes

Isha Bagai and B. L. S. Prakasa Rao

Statistics & Probability Letters, 1991, vol. 12, issue 5, 385-391

Abstract: 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.

Keywords: Survival; function; associated; sequences; uniform; strong; consistency; asymptotic; normality (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (16)

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