Abstract

This paper attempts to introduce an estimate of a bivariate survival function F¯ as well as its marginals based on a random sample (X1,Y1),....(Xn,Yn) from F¯ when F¯ is known to belong to a particular class of distributions called positive quadrant dependent (PQD) class.The constriants which define PQD class make finding a nonparametric maximum likelihood estimator among PQD class extremely difficult.In this paper we elect a form of minimum distance approach for estimating F¯.To make numeerical computations feasible, we choose not to minimize the distance, sup norm, between the empirical survival function F¯n and the entire PQD class.Rather our estimator minimizes the distance to F¯n among distributions that places positive mass only on the subset of the observed sample values and satisfy the constraint PQD.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.