Estimating a distribution function for censored time series data
From MaRDI portal
Publication:5947229
DOI10.1006/jmva.2000.1953zbMath1057.62068OpenAlexW2042014923MaRDI QIDQ5947229
Publication date: 2001
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.2000.1953
Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05) Non-Markovian processes: estimation (62M09)
Related Items (36)
Central limit theorem for the kernel estimator of the regression function for censored time series ⋮ Recursive kernel regression estimation under α – mixing data ⋮ Strong Approximation of Quantile Function for Strong Mixing and Censored Processes ⋮ Non parametric estimation of the conditional density function with right-censored and dependent data ⋮ Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation ⋮ ON SELF-NORMALIZATION FOR CENSORED DEPENDENT DATA ⋮ Empirical likelihood for conditional quantile with left-truncated and dependent data ⋮ Relative error prediction: Strong uniform consistency for censoring time series model ⋮ On the strong uniform consistency of the mode estimator for censored time series ⋮ Asymptotic properties of conditional quantile estimator for censored dependent observations ⋮ A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data ⋮ Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition ⋮ Strong representation results of the Kaplan-Meier estimator for censored negatively associated data ⋮ Asymptotic properties for an M-estimator of the regression function with truncation and dependent data ⋮ Density and hazard rate estimation for censored and α-mixing data using gamma kernels ⋮ Nonparametric estimation of linear functionals of a bivariate distribution under univariate censoring ⋮ Unnamed Item ⋮ Wavelet estimation in varying coefficient models for censored dependent data ⋮ Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation ⋮ Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data ⋮ Asymptotic normality of wavelet density estimator under censored dependent observations ⋮ Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors ⋮ Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series ⋮ Asymptotic Inference for Waiting Times and Patiences in Queues with Abandonment ⋮ A kernel mode estimate under random left truncation and time series model: asymptotic normality ⋮ Strong consistency result of a non parametric conditional mode estimator under random censorship for functional regressors ⋮ EMPIRICAL LIKELIHOOD CONFIDENCE INTERVALS FOR DEPENDENT DURATION DATA ⋮ A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples ⋮ Asymptotic Behaviors of the Lorenz Curve for Censored Data Under Strong Mixing ⋮ Quantile Autoregression for Censored Data ⋮ A nonparametric estimation of the conditional ageing intensity function in censored data: a local linear approach ⋮ CLT for single functional index quantile regression under dependence structure ⋮ Recursive kernel density estimation and optimal bandwidth selection under \(\alpha\): mixing data ⋮ Asymptotic normality of the relative error regression function estimator for censored and time series data ⋮ A rate of consistency for nonparametric estimators of the distribution function based on censored dependent data ⋮ Nonlinear wavelet density estimation with censored dependent data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Weak convergence for weighted empirical processes of dependent sequences
- Nonparametric inference for a class of semi-Markov processes with censored observations
- Large sample behaviour of the product-limit estimator on the whole line
- A note on the uniform consistency of the Kaplan-Meier estimator
- Testing with replacement and the product limit estimator
- Uniform strong estimation under \(\alpha\)-mixing, with rates
- Kaplan-Meier estimator under association
- The strong law under random censorship
- A Glivenko-Cantelli lemma and weak convergence for empirical processes of associated sequences
- The Kaplan-Meier estimate for dependent failure time observations
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data
- A large sample study of the life table and product limit estimates under random censorship
- Constructing multivariate distributions with specific marginal distributions
- Nonparametric Estimation from Incomplete Observations
- Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
- Conditions for linear processes to be strong-mixing
- Expressing the Kaplan-Meier Estimator as a Function of Empirical Subsurvival Functions
- On the Strong Mixing Property for Linear Sequences
- Modification of the Greenwood Formula for Correlated Response Times
- Functional-Coefficient Autoregressive Models
- Estimating equations for hazard ratio parameters based on correlated failure time data
- On the Kaplan-Meier estimator of long-range dependent sequences
This page was built for publication: Estimating a distribution function for censored time series data
