L1-Consistency of the kernel density estimators based on randomly right censored data
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Publication:3352285
DOI10.1080/03610929008830353zbMath0728.62038OpenAlexW1978496058MaRDI QIDQ3352285
J. K. Ghorai, Lalit Mohan Pattanaik
Publication date: 1990
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929008830353
complete convergencekernel estimatorproduct limit estimatordensity estimatorsConvergence propertiesL1-consistencyrandomly right censored data
Related Items (5)
A bound on the \(\mathcal{L}_ 1\)-error of a nonparametric density estimator with censored data ⋮ Presmoothed kernel density estimator for censored data ⋮ Convergence Rates of Empirical Bayes Estimation for the Parameter of the Uniform DistributionU(0, θ) Under Random Censorship ⋮ Some inequalities for the kernel density estimator under random censorship∗ ⋮ Exact asymptotic \(\mathcal L_1\)-error of a kernel density estimator under censored data.
Cites Work
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- The equivalence of weak, strong, and complete convergence in \(L_ 1\) for kernel density estimates
- Some asymptotic properties of kernel estimators of a density function in case of censored data
- A histogram estimator of the hazard rate with censored data
- Asymptotically optimal bandwidth selection for kernel density estimators from randomly right-censored samples
- Strong embedding of the estimator of the distribution function under random censorship
- Strong consistency properties of nonparametric estimators for randomly censored data. II: Estimation of density and failure rate
- Asymptotic Minimax Character of the Sample Distribution Function and of the Classical Multinomial Estimator
- Nonparametric density estimation from censored data
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