A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data (Q1314484)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data |
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A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data (English)
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16 February 1994
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To estimate the density in a random censorship model a kernel estimator is used where instead of the empirical distribution function the Kaplan- Meier estimator is applied. The integrated square error is used to describe the accuracy of the density estimator. To investigate the asymptotic behaviour of this error a central limit theorem is established which can be applied to construct goodness of fit tests and to the Hellinger distance parametric inference.
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product-limit estimator
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random censorship model
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kernel estimator
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Kaplan-Meier estimator
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integrated square error
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accuracy
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central limit theorem
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goodness of fit tests
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Hellinger distance parametric inference
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