Comparisons Between Local Linear Estimator and Kernel Smooth Estimator for a Smooth Distribution Based on MSE Under Right Censoring

DOI10.1080/03610920600974351zbMATH Open1109.62029OpenAlexW2106111619MaRDI QIDQ3435982FDOQ3435982

Authors: Shan Sun, Liang Peng 

Publication date: 8 May 2007

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

Full work available at URL: https://doi.org/10.1080/03610920600974351

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zbMATH Keywords

censored dataproduct-limit estimatordistribution functionlocal linear estimationMSE

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Cites Work

• Title not available (Why is that?)
• Nonparametric Estimation from Incomplete Observations
• The bootstrap and Edgeworth expansion
• Bandwith selection for the smoothing of distribution functions
• Bandwidth selection for kernel distribution function estimation
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• Relative deficiency of kernel type estimators of quantiles
• On the rate of uniform convergence of the product-limit estimator: Strong and weak laws
• Some New Estimates for Distribution Functions
• Kernel estimation of a smooth distribution function based on censored data
• Strong embedding of the estimator of the distribution function under random censorship
• The Asymptotic Inadmissibility of the Sample Distribution Function
• SMOOTH QUANTILE PROCESSES FROM RIGHT CENSORED DATA AND CONSTRUCTION OF SIMULTANEOUS CONFIDENCE BANDS

Cited In (1)

• Local polynomial smoothing based on the Kaplan-Meier estimate

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