On Almost Sure Convergence of Conditional Empirical Distribution Functions
نویسندگان
چکیده
منابع مشابه
Almost Sure Convergence of Kernel Bivariate Distribution Function Estimator under Negative Association
Let {Xn ,n=>1} be a strictly stationary sequence of negatively associated random variables, with common distribution function F. In this paper, we consider the estimation of the two-dimensional distribution function of (X1, Xk+1) for fixed $K /in N$ based on kernel type estimators. We introduce asymptotic normality and properties and moments. From these we derive the optimal bandwidth...
متن کاملAlmost sure convergence of the Bartlett estimator
We study the almost sure convergence of the Bartlett estimator for the asymptotic variance of the sample mean of a stationary weekly dependent process. We also study the a. s. behavior of this estimator in the case of long-range dependent observations. In the weakly dependent case, we establish conditions under which the estimator is strongly consistent. We also show that, after appropriate nor...
متن کاملAlmost Sure Convergence under Estimating Conditional Mean Based on Dependent Data
The paper is devoted to establishing strong consistency of estimates of nonlinear characteristics of dynamic stochastic systems. To describe the shape of the nonlinearities, regression functions, i.e. conditional expectations of a random variable with respect to another one, are used. In turn, the nonlinear regression functions are estimated by algorithms using the kernel-type approaches, which...
متن کاملJakimovski Methods and Almost-Sure Convergence
The classical summability methods of Borel (B) and Euler (E(λ), λ > 0) play an important role in many areas of mathematics. For instance, in summability theory they are perhaps the most important methods other than the Cesàro (Cα) and Abel (A) methods, and two chapters of the classic book of Hardy (1949) are devoted to them. In probability, the distinction between methods of Cesàro-Abel and Eul...
متن کاملOn the almost sure convergence of adaptive allocation procedures
In this paper, we provide some general convergence results for adaptive designs for treatment comparison, both in the absence and presence of covariates. In particular, we demonstrate the almost sure convergence of the treatment allocation proportion for a vast class of adaptive procedures, also including designs that have not been formally investigated but mainly explored through simulations, ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1986
ISSN: 0091-1798
DOI: 10.1214/aop/1176992445