Uniform estimation of isobars

• Tipo: Artigo em Revista Científica Internacional
• Data: 2019

Autores

Barme Delcroix, MF (Autor) Outra; Margarida Brito (Autor) FCUP

Revista

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Título: STATISTICS & PROBABILITY LETTERS

Vol. 148

Páginas: 94-100

ISSN: 0167-7152

Indexação

ISI Web of Knowledge - 0 Citações

Scopus - 0 Citações

Outras Informações

ID Authenticus: P-00Q-DAP

DOI: 10.1016/j.spl.2019.01.012

Abstract (EN): The ordering of a multivariate sample is not natural and several definitions have been proposed in the literature. We consider here a multivariate sample ordered according to an increasing family of conditional quantile surfaces, isobar surfaces. We introduce a nonparametric estimator, called isogram, and establish the uniform a.s. consistency of these estimators. In particular, we show that, under some regularity conditions, the strong behaviour of the isograms is determined by the corresponding behaviour of suitable defined histogram-type estimators of the underlying conditional distribution function. Consequently, we begin our study by investigating the strong limiting behaviour of these estimators. © 2019 Elsevier B.V.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 7