On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring

DOI10.1080/03610929808832263zbMATH Open0924.62044OpenAlexW1976164437MaRDI QIDQ4246296FDOQ4246296

Authors: Djamal Louani 

Publication date: 9 November 1999

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

Full work available at URL: https://doi.org/10.1080/03610929808832263

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zbMATH Keywords

asymptotic normalitycensored datadensitymodesimulationskernel estimatorsderivativesKaplan Meier estimator

Mathematics Subject Classification ID

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

Cites Work

• Nonparametric Estimation from Incomplete Observations
• Title not available (Why is that?)
• On Estimation of a Probability Density Function and Mode
• Incorporating support constraints into nonparametric estimators of densities
• Biased and Unbiased Cross-Validation in Density Estimation
• The central limit theorem under random censorship
• Non-parametric estimation of the conditional mode
• Optimum kernel estimators
• The asymptotic distributions of kernel estimators of the mode
• Asymptotically optimal bandwidth selection for kernel density estimators from randomly right-censored samples
• Nonparametric density estimation from censored data
• Strong consistency properties of nonparametric estimators for randomly censored data. II: Estimation of density and failure rate
• Some asymptotic properties of kernel estimators of a density function in case of censored data
• Bandwidth selection for kernel density estimation
• On the least squares cross-validation bandwidth in hazard rate estimation
• On Strong Consistency of Density Estimates
• Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator
• Weak and strong uniform consistency rates of kernel density estimates for randomly censored data
• Strong consistency properties of nonparametric estimators for randomly censored data. I: The product-limit estimator
• Mean squared errors of estimates of a density and its derivatives

Cited In (18)

• Asymptotic properties of the kernel mode estimator under twice censorship model
• Title not available (Why is that?)
• Strong uniform consistency of nonparametric estimation of the censored conditional mode function
• Kernel estimators of mode under \(\psi\)-weak dependence
• Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship
• Title not available (Why is that?)
• On the strong uniform consistency of the mode estimator for censored time series
• A new proof of strong consistency of kernel estimation of density function and mode under random censorship.
• Asymptotic normality of the deconvolution kernel density estimator based on independent right censored data
• Local polynomial smoothing based on the Kaplan-Meier estimate
• A review of uncertainty quantification for density estimation
• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
• Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
• Asymptotic normality of kernel estimators based upon incomplete data
• Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation
• Asymptotic normality of kernel density estimation for mixing high-frequency data
• Asymptotic behavior of a kernel conditional mode estimator for left truncated and right censored data
• Title not available (Why is that?)

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