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.
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页码：59 / 68
页数：10
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