Journal of Guangxi Normal University(Natural Science Edition) ›› 2014, Vol. 32 ›› Issue (2): 67-74.

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The Joint Asymptotic Distribution of Distribution Function in a Finite Number of Points under ø-Mixing Samples

LU Wei-xue YANG Shi-juan LI Ying-hua   

  1. College of Mathematics and Statistics, Guangxi Normal University, Guilin Guangxi 541004, China
  • Received:2013-12-21 Online:2014-06-25 Published:2018-09-25

Abstract: Under $\phi$-mixing samples, the joint asymptotic distribution of kernel estimator of distribution function in a finite number of points under $\phi$-mixing samples was first researched and proved by the blocking method and moment inequalities. It is shown that the joint asymptotic distribution of kernel estimator of distribution function in a finite number of points under $\phi$-mixing samples is asymptotically multivariate normal distributed.

Key words: distribution function, kernel estimator, $\phi$-mixing samples

CLC Number: 

  • O212.7
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