Estimators of g-monotone dependence functions

Andrzej Krajka

Applicationes Mathematicae (1998)

  • Volume: 25, Issue: 3, page 253-269
  • ISSN: 1233-7234

Abstract

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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.

How to cite

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Krajka, Andrzej. "Estimators of g-monotone dependence functions." Applicationes Mathematicae 25.3 (1998): 253-269. <http://eudml.org/doc/219201>.

@article{Krajka1998,
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.},
author = {Krajka, Andrzej},
journal = {Applicationes Mathematicae},
keywords = {sample; monotone dependence functions; measures of dependence; strong law of large numbers; quantile; independent; positively (negatively) quadrant dependent random variables},
language = {eng},
number = {3},
pages = {253-269},
title = {Estimators of g-monotone dependence functions},
url = {http://eudml.org/doc/219201},
volume = {25},
year = {1998},
}

TY - JOUR
AU - Krajka, Andrzej
TI - Estimators of g-monotone dependence functions
JO - Applicationes Mathematicae
PY - 1998
VL - 25
IS - 3
SP - 253
EP - 269
AB - 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.
LA - eng
KW - sample; monotone dependence functions; measures of dependence; strong law of large numbers; quantile; independent; positively (negatively) quadrant dependent random variables
UR - http://eudml.org/doc/219201
ER -

References

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  1. [1] T. Dieiman, C. Lowry and R. Pfaffenberg, A comparison of quantile estimators, Comm. Statist. Simulation Comput. 23 (1994), 355-371. 
  2. [2] T. Kowalczyk, General definition and sample counterparts of monotonic dependence functions of bivariate distributions, Math. Operationsforsch. Statist. Ser. Statist. 8 (1987), 351-369. Zbl0374.62037
  3. [3] T. Kowalczyk and E. Pleszczyńska, Monotonic dependence functions of bivariate distributions, Ann. Statist. 5 (1977), 1221-1227. Zbl0374.62051
  4. [4] A. Krajka, On the class of g-monotone dependence functions, to appear. Zbl0954.62075
  5. [5] A. Krajka, The construction and description of g-monotone dependence functions, to appear. Zbl0954.62075
  6. [6] A. Krajka and D. Szynal, Nonparametric functional characteristics of dependence, C. R. Acad. Sci. Paris Sér. I Math. 315 (1992), 1107-1112. Zbl0813.62047
  7. [7] R. J. Serfling, Approximation Theorems of Mathematical Statistics, Wiley, 1980. Zbl0538.62002
  8. [8]Statistical Inference. Theory and Practice, T. Bromek and E. Pleszczyńska (eds.), PWN, Warszawa, and Kluwer, Dordrecht, 1991. 

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