Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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ESTIMATION OF THE DISTRIBUTION FUNCTION FOR STATIONARY RANDOM FIELDS OF ASSOCIATED PROCESSES

  • Kim, Tae-Sung (Division of Mathematics and Informational Statistics and Instituted of Basic Natural Science WonKwang University) ;
  • Ko, Mi-Hwa (Statistical Research Center for Complex Systems Seoul National University) ;
  • Yoo, Yeon-Sun (Division of Mathematics and Informational Statistics and Instituted of Basic Natural Science WonKwang University)
  • Published : 2004.01.01
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Abstract

For a stationary field $\{X_{\b{j}},\b{j}{\;}\in{\;}{\mathbb{Z}}^d_{+}\}$ of associated random variables with distribution function $F(x)\;=\;P(X_{\b{1}}\;{\leq}\;x)$ we study strong consistency and asymptotic normality of the empirical distribution function, which is proposed as an estimator for F(x). We also consider strong consistency and asymptotic normality of the empirical survival function by applying these results.

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References

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