ArticleOriginal scientific text
Title
Estimators of g-monotone dependence functions
Authors 1
Affiliations
- Institute of Mathematics, Maria Curie-Skłodowska University, Pl. Marii Curie-Skłodowskiej 1, 20-031 Lublin, Poland
Abstract
The notion of g-monotone dependence function introduced in [4] generalizes the notions of the monotone dependence function and the quantile monotone dependence function defined in [2], [3] and [6]. In this paper we study the asymptotic behaviour of sample g-monotone dependence functions and their strong properties.
Keywords
sample, monotone dependence functions, measures of dependence, strong law of large numbers, quantile, independent, positively (negatively) quadrant dependent random variables
Bibliography
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- [3] T. Kowalczyk and E. Pleszczyńska, Monotonic dependence functions of bivariate distributions, Ann. Statist. 5 (1977), 1221-1227.
- [4] A. Krajka, On the class of g-monotone dependence functions, to appear.
- [5] A. Krajka, The construction and description of g-monotone dependence functions, to appear.
- [6] A. Krajka and D. Szynal, Nonparametric functional characteristics of dependence, C. R. Acad. Sci. Paris Sér. I Math. 315 (1992), 1107-1112.
- [7] R. J. Serfling, Approximation Theorems of Mathematical Statistics, Wiley, 1980.
- [8]Statistical Inference. Theory and Practice, T. Bromek and E. Pleszczyńska (eds.), PWN, Warszawa, and Kluwer, Dordrecht, 1991.
Pages:
253-269
Main language of publication
English
Received
1996-03-05
Accepted
1997-10-08
Published
1998
Exact and natural sciences