On the asymptotic distribution of an isotonic window estimator for the generalized failure rate function |
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| Authors: | Myron N Chang |
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| Institution: | Department of Statistics , University of Florida , Gainesville, Florida, 32611, U.S.A. |
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| Abstract: | Barlow and van Zwet (1969, 1970, 1971) have proposed the isotonic window estimators for the generalized failure rate function and established some asymptotic properties. In this paper, we provide a proof, together with a set of sufficient conditions, of the asymptotic normality of an isotonic window estimator. |
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| Keywords: | Isotonic window estimator failure rate function localized isotonic window estimator consistency asymptotic equivalence asymptotic normality |
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