Asymptotic normality of wavelet density estimator under censored dependent observations

被引：0
|
作者：
Si-li Niu
机构：
[1] Tongji University,Department of Mathematics
来源：
Acta Mathematicae Applicatae Sinica, English Series | 2012年 / 28卷
关键词：
Wavelet density estimator; asymptotic normality; censored data; -mixing; random weighted estimator; 62G07;
D O I：
暂无
中图分类号：
学科分类号：
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.
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页码：781 / 794
页数：13
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