Associated Sequences, Demimartingales and Nonparametric Inference

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This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters. Applications of some of these results to some problems in nonparametric statistical inference for such processes are investigated in the last three chapters.

Author(s): B.L.S. Prakasa Rao (auth.)
Series: Probability and its Applications
Edition: 1
Publisher: Birkhäuser Basel
Year: 2012

Language: English
Pages: 272
Tags: Probability Theory and Stochastic Processes

Front Matter....Pages I-XI
Associated Random Variables and Related Concepts....Pages 1-30
Demimartingales....Pages 31-72
N -Demimartingales....Pages 73-103
Conditional Demimartingales....Pages 105-112
Multidimensionally Indexed Demimartingales and Continuous Parameter Demimartingales....Pages 113-125
Limit Theorems for Associated Random Variables....Pages 127-185
Nonparametric Estimation for Associated Sequences....Pages 187-215
Nonparametric Tests for Associated Sequences....Pages 217-234
Nonparametric Tests for Change in Marginal Density Function for Associated Sequences....Pages 235-252
Back Matter....Pages 253-272