Efficient Estimation of a Distribution Function under Quadrant Dependence

• 1 March 1998
• journal article
• Published by Wiley in Scandinavian Journal of Statistics
• Vol. 25  (1) , 211-224
• https://doi.org/10.1111/1467-9469.00098

Abstract

Keywords

• ASYMPTOTIC RELATIVE EFFICIENCY
• DEFICIENCY
• EMPIRICAL DISTRIBUTION FUNCTION
• KERNEL-TYPE ESTIMATE
• MEAN SQUARED ERROR
• PAIRWISE NEGATIVE QUADRANT DEPENDENCE
• PAIRWISE POSITIVE QUADRANT DEPENDENCE
• SMOOTH ESTIMATE
• STRICT STATIONARITY