CLT for integrated square error of density estimators with censoring indicators missing at random
From MaRDI portal
Publication:2029229
DOI10.1007/s00362-018-01065-9zbMath1462.62596OpenAlexW2907405891WikidataQ128647360 ScholiaQ128647360MaRDI QIDQ2029229
Publication date: 3 June 2021
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-018-01065-9
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic normality of conditional density estimation with left-truncated and dependent data
- Penalized weighted composite quantile estimators with missing covariates
- Nonparametric \(M\)-type regression estimation under missing response data
- Kernel estimation of conditional density with truncated, censored and dependent data
- Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences
- Consistency of the kernel density estimator: a survey
- Empirical likelihood for density-weighted average derivatives
- Hypothesis test on response mean with inequality constraints under data missing when covariables are present
- A kernel PLS based classification method with missing data handling
- Survival analysis for the missing censoring indicator model using kernel density estimation techniques
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Nonlinear wavelet density estimation with data missing at random when covariates are present
- Probability density estimation for survival data with censoring indicators missing at random
- Regression analysis with randomly right-censored data
- Minimum Hellinger distance estimates for parametric models
- Central limit theorem for integrated square error of kernel estimators of spherical density
- A Legendre multiwavelets approach to copula density estimation
- A note on the integrated square errors of kernel density estimators under random censorship
- Efficient estimation from right-censored data when failure indicators are missing at random
- On estimation of a density function in multiplicative censoring
- Global L2 error of wavelet density estimator with truncated and strong mixing observations
- Convergence rate of wavelet density estimator with data missing randomly when covariables are present
- Central Limit Theorem for ISE of Kernel Density Estimators in Censored Dependent Model
- Wavelet estimation of density for censored data with censoring indicator missing at random
- Product‐limit Estimators and Cox Regression with Missing Censoring Information
- Asymptotically efficient estimation of a survival function in the missing censoring indicator model
- The Kaplan–Meier Estimator as an Inverse-Probability-of-Censoring Weighted Average
- On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth
This page was built for publication: CLT for integrated square error of density estimators with censoring indicators missing at random