ESTIMATION OF THE SURVIVAL FUNCTION FOR m-DEPENDENT RANDOM VARIABLE WITH UNBOUNDED m

E. Shirazi (Iran) and H. Doosti (Iran)

Received December 22, 2007

References:

[1] I. Bagai and B. L. S. Prakasa Rao, Estimation of the survival function for stationary associated processes, Statist. Probab. Lett. 12(5) (1991), 385-391. [2] K. N. Berk, A central limit theorem for m-dependent random variables with unbounded m, Ann. Probab. 1 (1973), 352-354. [3] Y. S. Chow and H. Teicher, Probability Theory, Springer, New York, 1978. [4] S. A. Orey, Central limit theorems for m-dependent random variables, Duke Math. J. 25 (1958), 543-546. [5] J. P. Romano and M. Wolf, A more general central limit theorem for m-dependent random variables with unbounded m, Statist. Probab. Lett. 47(2) (2000), 115-124.

Keywords and phrases: survival function, m-dependent random variables, uniform strong consistency, asymptotic normality.