A note on the integrated square errors of kernel density estimators under random censorship
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Publication:1805767
DOI10.1016/S0304-4149(98)00009-XzbMath0926.62028MaRDI QIDQ1805767
Publication date: 18 November 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Related Items (4)
Central Limit Theorem for ISE of Kernel Density Estimators in Censored Dependent Model ⋮ Asymptotic expansion for ISE of kernel density estimators under censored dependent model ⋮ Large-sample study of the kernel density estimators under multiplicative censoring ⋮ CLT for integrated square error of density estimators with censoring indicators missing at random
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- Strong consistency properties of nonparametric estimators for randomly censored data. II: Estimation of density and failure rate
- Limit theorems for stochastic measures of the accuracy of density estimators
- Some asymptotic results for kernel density estimation under random censorship
- Nonparametric Estimation from Incomplete Observations
- Strong approximations of some biometric estimates under random censorship
- An approximation of partial sums of independent RV'-s, and the sample DF. I
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