A central limit theorem for the weighted integrated squared error of the kernel type density estimator under the proportional hazard model
DOI10.1080/10485259108832514zbMATH Open1230.62040OpenAlexW2100461212MaRDI QIDQ3432298FDOQ3432298
Authors: J. K. Ghorai, Lalit Mohan Pattanaik 
Publication date: 16 April 2007
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485259108832514
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Cites Work
- A quadratic measure of deviation of two-dimensional density estimates and a test of independence
- On some global measures of the deviations of density function estimates
- An approximation of partial sums of independent RV'-s, and the sample DF. I
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Title not available (Why is that?)
- Maximum likelihood estimation of a survival function under the Koziol- Green proportional hazards model
- Testing to Determine the Underlying Distribution Using Randomly Censored Data
- Limit theorems for stochastic measures of the accuracy of density estimators
- Density estimation in the simple proportional hazards model
- Quantile estimation in the proportional hazards model of random censorship
- Estimation of mean residual life with censorded data under the proportional hazard model
- Asymptotic normality of a quadratic measure of orthogonal series type density estimate
Cited In (4)
- Central limit theorem for integrated square error of kernel hazard estimator under censored dependent model
- Density estimation in the simple proportional hazards model
- The Paradoxical Nature of The Proportional Hazards Model of Random Censorship
- Central limit theorem for ISE of kernel density estimators in censored dependent model
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