Estimation of the Survival Function for Negatively Dependent Random Variables
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Abstract:
Let be a stationary sequence of pair wise negative quadrant dependent random variables with survival function {,1}nXn?F(x)=P[X>x]. The empirical survival function ()nFx based on 12,,...,nXXX is proposed as an estimator for ()nFx. Strong consistency and point wise as well as uniform of ()nFx are discussed
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Journal title
volume 17 issue 3
pages -
publication date 2006-09-01
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