Convergence Rate for Estimator of Distribution Function under NSD Assumption with an Application
Convergence Rate for Estimator of Distribution Function under NSD Assumption with an Application
In this paper, the kernel distribution function estimator for negative superadditive dependent (NSD) random variables is studied.The exponential inequalities and exponential rate for the kernel estimator are investigated.Under certain regularity conditions, the optimal bandwidth is determined using the mean squared error and is found to be the same as that …