Exact asymptotic L1-error of a kernel density estimator under censored data

被引：3

作者：

Lemdani, M

Ould-Saïd, E

机构：

[1] Univ Lille 2, Fac Pharm, Lab Biomath, F-59006 Lille, France

[2] Univ Littoral Cote Opale, LMPAJ Liouville, F-62228 Calais, France

来源：

STATISTICS & PROBABILITY LETTERS | 2002年 / 60卷 / 01期

关键词：

kernel estimator; censored data; L-1-error; strong approximation;

D O I：

10.1016/S0167-7152(02)00278-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we give the exact asymptotic L-1-error for the kernel estimator of the density function from censored data. We also give asymptotically optimal bandwidths. Strong approximation of the product-limit estimator by a Gaussian process is used to obtain the result. (C) 2002 Elsevier Science B.V. All rights reserved.

引用

页码：59 / 68

页数：10

共 50 条

[1] Asymptotic normality of the L1-error of a boundary estimator
Geffroy, J
Girard, S
Jacob, P
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2006, 18 (01) : 21 - 31
[2] Exact asymptotic errors of the hazard rate kernel estimator under truncated and censored data
Lemdani, M
Ould-Said, E
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 2001, 333 (11): : 1035 - 1040
[3] ASYMPTOTIC BOUNDS FOR THE EXPECTED L(1) ERROR OF A MULTIVARIATE KERNEL DENSITY ESTIMATOR
HOLMSTROM, L
KLEMELA, J
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1992, 42 (02) : 245 - 266
[4] A BOUND ON THE L(1)-ERROR OF A NONPARAMETRIC DENSITY ESTIMATOR WITH CENSORED-DATA
KULASEKERA, KB
[J]. STATISTICS & PROBABILITY LETTERS, 1995, 23 (03) : 233 - 238
[5] Asymptotic behavior of the hazard rate kernel estimator under truncated and censored data
Lemdani, Mohamed
Ould-Said, Elias
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2007, 36 (1-4) : 155 - 173
[6] Presmoothed kernel density estimator for censored data
Cao, R
Jácome, MA
[J]. JOURNAL OF NONPARAMETRIC STATISTICS, 2004, 16 (1-2) : 289 - 309
[7] Asymptotic Normality of the Deconvolution Kernel Density Estimator based on Independent Right Censored Data
Wenqing Zhu
Shan Sun
Pei Wang
Hrishabh Khakurel
[J]. La Matematica, 2022, 1 (2): : 531 - 550
[8] Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
Bert van Es
Shota Gugushvili
[J]. Journal of the Korean Statistical Society, 2010, 39 : 103 - 115
[9] Asymptotic normality of the deconvolution kernel density estimator under the vanishing error variance
van Es, Bert
Gugushvili, Shota
[J]. JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2010, 39 (01) : 103 - 115
[10] On the asymptotic mean integrated squared error of a kernel density estimator for dependent data
Mielniczuk, J
[J]. STATISTICS & PROBABILITY LETTERS, 1997, 34 (01) : 53 - 58

← 1 2 3 4 5 →