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

From MaRDI portal
(Redirected from Publication:1098514)





We study the estimation of a density and a hazard rate function based on censored data by the kernel smoothing method. Our technique is facilitaed by a recent result of \textit{S. Lo} and \textit{K. Singh} [see Probab. Theory Relat. Fields 71, 455-465 (1986; Zbl 0561.62032)] which establishes a strong uniform approximation of the Kaplan-Meier estimator by an average of independent random variables. (Note that the approximation is carried out on the original probability space, which should be distinguished from the Hungarian embedding approach.) Pointwise strong consistency and a law of iterated logarithm are derived, as well as the mean squared error expression and asymptotic normality, which is obtained using a more traditional method, as compared with the Hajek projection employed by \textit{M. A. Tanner} and \textit{W. H. Wong}, Ann. Stat. 11, 989-993 (1983; Zbl 0546.62017).



Cites work


Cited in
(76)








This page was built for publication: Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1098514)