Publications and Preprints

Consider a sequence of stationary non-negative associated random variables with common marginal density $f(x).$ Here we use the empirical survival function as studied in Bagai and Prakasa Rao (1991) and apply the smoothing technique proposed by Chaubey {\it et al.} (2007). The resulting smooth estimators of the density function $f$ and that of the corresponding distribution function are shown to inherit the asymptotic properties similar to those obtained in Bagai and Prakasa Rao (1995) for the kernel-type density estimators.