A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples (Q1012537)

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English	A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples	scientific article

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scholarly article

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A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples (English)

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Jacobo de Uña-Álvarez

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Journal of Multivariate Analysis

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publication date

21 April 2009

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zbMATH Keywords

censored sample

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\(\alpha\)-mixing

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jmva.2008.11.001

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A large sample study of the life table and product limit estimates under random censorship

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A LIL type result for the product limit estimator

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Functional laws of the iterated logarithm for the product-limit estimator of a distribution function under random censorship or truncation

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Modification of the Greenwood Formula for Correlated Response Times

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Constructing multivariate distributions with specific marginal distributions

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The Kaplan-Meier estimate for dependent failure time observations

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Convergence of the conditional Kaplan-Meier estimate under strong mixing

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Asymptotic properties of Kaplan-Meier estimator for censored dependent data

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Estimating a distribution function for censored time series data

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Some asymptotic properties of kernel estimators of a density function in case of censored data

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Kernel density and hazard function estimation in the presence of censoring

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Law of the logarithm for density and hazard rate estimation for censored data

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Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator

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Approximation rates of the error distribution of wavelet estimators of a density function under censorship

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Non-linear wavelet-based density estimators under random censorship

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Nonlinear wavelet density estimation under the Koziol–Green model

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Kernel density and hazard rate estimation for censored data under \(\alpha\)-mixing condition

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Mixing: Properties and examples

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Asymptotic normality for \(L_1\) norm kernel estimator of conditional median under \(\alpha\)-mixing dependence

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Asymptotic normality for deconvolution estimators of multivariate densities of stationary processes

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Strong consistency and rates for deconvolution of multivariate densities of stationary processes

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Berry-esseen bound for the kaplan-meier estimator

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Maximal moment inequality for partial sums of strong mixing sequences and application

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Uniform strong estimation under \(\alpha\)-mixing, with rates

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Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation

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Identifiers

zbMATH Open document ID

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10.1016/j.jmva.2008.11.001

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:1012537

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