Some asymptotic properties of an estimate of the survival function under dependence conditions

George G. Roussas

Statistics & Probability Letters, 1989, vol. 8, issue 3, 235-243

Abstract: 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 interpreted coordinatewise. A natural estimate, n(x), for (x) is proposed and, under suitable conditions, the asymptotic normality of is established. The asymptotic behavior of the variance of n(x) and that of the covariance of (x), n(y) are also studied. Finally, it is indicated how the asymptotic normality obtained here may be used in proving asymptotic normality for a suitable version of an estimate of the hazard rate function.

Keywords: survival; function; dependence; mixing; asymptotic; properties (search for similar items in EconPapers)
Date: 1989
References: Add references at CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(89)90128-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:8:y:1989:i:3:p:235-243

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().