ESTIMATION OF THE SURVIVAL FUNCTION FOR A DISCRETE-TIME STOCHASTIC PROCESS

被引：0

作者：

Doosti, Hassan ^{[1
]}

Niroumand, Hosein Ali ^{[1
]}

机构：

[1] Ferdowsi Univ Mashhad, Sch Math Sci, Dept Stat, Mashhad, Iran

来源：

PAKISTAN JOURNAL OF STATISTICS | 2009年 / 25卷 / 03期

关键词：

Survival function; strongly mixing; associated; uniform strong consistency;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let {X-n, n >= 1} be a stationary sequence of random variables with survival function (F) over bar (x) = P[X-1 > x]. The empirical survival function (F) over bar (n) (x) based on X-1, X-2,...,X-n is proposed as an estimator for (F) over bar (n) (x). We suppose that the process is strongly mixing and we show strong consistency and pointwise as well as uniform of (F) over bar (n)(x) are depended on the behavior of a special quadratic characteristic.

引用

页码：235 / 240

页数：6

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