On kernel density and mode estimates for associated and censored data

DOI10.1080/03610926.2013.867996MaRDI QIDQ2811393zbMATH OpenOpenAlexFDO

Authors Yacine Ferrani, Elias Ould Saïd, Abdelkader Tatachak

Publication date 10 June 2016

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2013.867996

zbMATH Keywords

censored datarate of convergenceKaplan-Meier estimatorstrong uniform consistencyassociated datakernel mode estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Recommendations

• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
• On the strong uniform consistency of the mode estimator for censored time series
• Strong uniform consistency of nonparametric estimation of the censored conditional mode function
• A new proof of strong consistency of kernel estimation of density function and mode under random censorship.
• Strong uniform consistency of kernel density estimators under a censored dependent model

Cites work

• A general method of density estimation for associated random variables
• A law of the logarithm for kernel density estimators
• Association of Random Variables, with Applications
• Asymptotic normality of the kernel estimate of a probability density function under association
• Dependence in probability and statistics.
• Kaplan-Meier estimator under association
• Kernel estimates under association: Strong uniform consistency
• Kernel-type density and failure rate estimation for associated sequences
• Limit theorems for associated fields and related systems.
• Non-uniform and uniform Berry–Esseen type bounds for stationary associated sequences
• On Estimation of a Probability Density Function and Mode
• On properties of progressively type-II censored order statistics arising from dependent and non-identical random variables
• Probability and moment inequalities for sums of weakly dependent random variables, with applications
• Recursive probability density estimation for weakly dependent stationary processes
• Strong approximation of quantile processes by iterated Kiefer processes.
• The strong law under random censorship

Cited in

(7)

• Kernel conditional density and mode estimation for psi-weakly dependent observations
• A new proof of strong consistency of kernel estimation of density function and mode under random censorship.
• Asymptotic results for truncated-censored and associated data
• Strong uniform consistency of nonparametric estimation of the censored conditional mode function
• Convergence rate of the kernel regression estimator for associated and truncated data
• Kernel-type density and failure rate estimation for associated sequences
• A note on estimating the conditional expectation under censoring and association: strong uniform consistency

This page was built for publication: On kernel density and mode estimates for associated and censored data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2811393)