Asymptotic confidence bands for densities based on nearest neighbor estimators under censoring

DOI10.1016/0167-7152(87)90067-8zbMath0613.62058OpenAlexW2066419525MaRDI QIDQ1819496

Jan Mielniczuk

Publication date: 1987

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(87)90067-8

zbMATH Keywords

density functionKaplan-Meier estimatorcensored datanearest neighbor estimatorsAsymptotic confidence bandsinvariance principle for the kernel estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15)

Related Items (2)

Density estimation in the simple proportional hazards model ⋮ The impact of different definitions of nearest neighbour distances for censored data on nearest neighbour kernel estimators of the hazard rate

Cites Work

• The strong uniform consistency of nearest neighbor density estimates
• Nonparametric density estimation from censored data
• A LIL type result for the product limit estimator
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