Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data

DOI10.1007/s10463-010-0313-6zbMath1238.62039OpenAlexW2136147956MaRDI QIDQ421393

Jens Perch Nielsen, Tine Buch-Kromann

Publication date: 23 May 2012

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-010-0313-6

zbMATH Keywords

truncationcounting processesnonparametric estimationChampernownemultiplicative correction

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistics of extreme values; tail inference (62G32) Estimation in survival analysis and censored data (62N02)

Related Items

Bandwidth selection in marker dependent kernel hazard estimation, Smoothing survival densities in practice, Further theoretical and practical insight to the do-validated bandwidth selector

Uses Software

• timereg

Cites Work

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