Estimators of g-monotone dependence functions

• Autorzy: Andrzej Krajka
• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

sample; monotone dependence functions; measures of dependence; strong law of large numbers; quantile; independent; positively (negatively) quadrant dependent random variables

• Wydawca: Institute of Mathematics Polish Academy of Sciences
• Czasopismo: Applicationes Mathematicae
• Rocznik: 1998-1999
• Tom: 25
• Numer: 3
• Strony: 253-269

Daty

wydano

1998

otrzymano

1996-03-05

poprawiono

1997-10-08

Twórcy

autor

Andrzej Krajka

• Institute of Mathematics, Maria Curie-Skłodowska University, Pl. Marii Curie-Skłodowskiej 1, 20-031 Lublin, Poland

Bibliografia

• [1] T. Dieiman, C. Lowry and R. Pfaffenberg, A comparison of quantile estimators, Comm. Statist. Simulation Comput. 23 (1994), 355-371.
• [2] T. Kowalczyk, General definition and sample counterparts of monotonic dependence functions of bivariate distributions, Math. Operationsforsch. Statist. Ser. Statist. 8 (1987), 351-369.
• [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.