Asymptotic Normality of Wavelet Density Estimator under Censored Dependent Observations

被引：0

作者：

Si-li NIU ^{[1
]}

机构：

[1] Department of Mathematics,Tongji University

来源：

Acta Mathematicae Applicatae Sinica | 2012年 / 04期

基金：

中国国家自然科学基金;

关键词：

Wavelet density estimator; asymptotic normality; censored data; α-mixing; random weighted estimator;

D O I：

暂无

中图分类号：

O211.3 [分布理论];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper,we discuss the asymptotic normality of the wavelet estimator of the density function based on censored data,when the survival and the censoring times form a stationary α-mixing sequence.To simulate the distribution of estimator such that it is easy to perform statistical inference for the density function,a random weighted estimator of the density function is also constructed and investigated.Finite sample behavior of the estimator is investigated via simulations too.

引用

页码：781 / 794

页数：14

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