KERNEL-TYPE ESTIMATION OF BIVARIATE DISTRIBUTION FUNCTION FOR ASSOCIATED RANDOM VARIABLES
KERNEL-TYPE ESTIMATION OF BIVARIATE DISTRIBUTION FUNCTION FOR ASSOCIATED RANDOM VARIABLES
Let Xn, n ∈ IN, be a stationary sequence of associated random variables with uniform distribution on [0, 1] and F the distribution function of (X1, Xk+1), for fixed k ∈ IN. We introduce a kernel estimator for F and study its asymptotic properties and moments, characterizing their convergence rates. …