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.

引用

页码：781 / 794

页数：13

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