Central limit theorems for \(L_ p\) distances of kernel estimators of densities under random censorship

DOI10.1214/AOS/1176348372zbMath0747.60022OpenAlexW2016152260MaRDI QIDQ1184207

Lajos Horváth, Edit Gombay, Miklós Csörgő

Publication date: 28 June 1992

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176348372

zbMATH Keywords

central limit theoremskernel density functiontests of goodness of fitKaplan-Meier product-limit estimator

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Gaussian processes (60G15) Nonparametric estimation (62G05) Central limit and other weak theorems (60F05)

Related Items (9)

The LIL for the Bickel-Rosenblatt test statistic ⋮ Central Limit Theorem for ISE of Kernel Density Estimators in Censored Dependent Model ⋮ A bound on the \(\mathcal{L}_ 1\)-error of a nonparametric density estimator with censored data ⋮ The L_p consistency of error density estimator in censored linear regression ⋮ Asymptotic of theL_r-norm of density estimators in the autoregressive time series ⋮ A pointwise Bayes-type estimator of the survival probability with censored data ⋮ Functional asymptotic normality of the \(L_{2}\)-deviation of the kernel density estimation indexed by classes of weight functions ⋮ Some inequalities for the kernel density estimator under random censorship^∗ ⋮ Exact asymptotic \(\mathcal L_1\)-error of a kernel density estimator under censored data.

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