Nonparametric estimation in a multiplicative censoring model with symmetric noise

DOI10.1080/10485252.2016.1225737zbMath1348.62120OpenAlexW2524556193MaRDI QIDQ2832028

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Publication date: 4 November 2016

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485252.2016.1225737

zbMATH Keywords

model selectioncensored datamultiplicative noisenonparametric estimator

Mathematics Subject Classification ID

Density estimation (62G07) Censored data models (62N01)

Related Items (14)

Global correction of projection estimators under local constraint ⋮ Anisotropic spectral cut-off estimation under multiplicative measurement errors ⋮ Multiplicative deconvolution in survival analysis under dependency ⋮ Estimating the Gerber-Shiu function under a risk model with stochastic income by Laguerre series expansion ⋮ Nonparametric density estimation from observations with multiplicative measurement errors ⋮ A new efficient method for estimating the Gerber–Shiu function in the classical risk model ⋮ Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model ⋮ Linear functional estimation under multiplicative measurement error ⋮ Statistical inference for scale mixture models via Mellin transform approach ⋮ Statistical Inference for Renewal Processes ⋮ Adaptive estimation of the hazard rate with multiplicative censoring ⋮ Estimating the Gerber-Shiu function in the perturbed compound Poisson model by Laguerre series expansion ⋮ Spectral cut-off regularisation for density estimation under multiplicative measurement errors ⋮ Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion

Cites Work

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• Penalized contrast estimator for adaptive density deconvolution
• What is a Sobolev space for the Laguerre function systems?
• Multiplicative censoring, renewal processes, deconvolution and decreasing density: Nonparametric estimation
• Nonparametric volatility density estimation for discrete time models
• Survival analysis under cross-sectional sampling: length bias and multiplicative censoring

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