Estimators of g-monotone dependence functions
Applicationes Mathematicae, Tome 25 (1999) no. 3, pp. 253-269
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
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.
DOI :
10.4064/am-25-3-253-269
Keywords:
sample, monotone dependence functions, measures of dependence, strong law of large numbers, quantile, independent, positively (negatively) quadrant dependent random variables
Affiliations des auteurs :
Andrzej Krajka 1
@article{10_4064_am_25_3_253_269,
author = {Andrzej Krajka},
title = {Estimators of g-monotone dependence functions},
journal = {Applicationes Mathematicae},
pages = {253--269},
year = {1999},
volume = {25},
number = {3},
doi = {10.4064/am-25-3-253-269},
zbl = {1051.62506},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am-25-3-253-269/}
}
Andrzej Krajka. Estimators of g-monotone dependence functions. Applicationes Mathematicae, Tome 25 (1999) no. 3, pp. 253-269. doi: 10.4064/am-25-3-253-269
Cité par Sources :