On the asymptotic normality of the kernel estimators of the density function and its derivatives under censoring
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Publication:4246296
DOI10.1080/03610929808832263zbMath0924.62044OpenAlexW1976164437MaRDI QIDQ4246296
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
asymptotic normalitykernel estimatorsdensityderivativessimulationscensored datamodeKaplan Meier estimator
Related Items (12)
Local polynomial smoothing based on the Kaplan-Meier estimate ⋮ Asymptotic properties of the kernel mode estimator under twice censorship model ⋮ Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation ⋮ On the strong uniform consistency of the mode estimator for censored time series ⋮ ASYMPTOTIC BEHAVIOR OF A KERNEL CONDITIONAL MODE ESTIMATOR FOR LEFT TRUNCATED AND RIGHT CENSORED DATA ⋮ Strong uniform consistency of nonparametric estimation of the censored conditional mode function ⋮ Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations ⋮ Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series ⋮ Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship ⋮ A review of uncertainty quantification for density estimation ⋮ A new proof of strong consistency of kernel estimation of density function and mode under random censorship. ⋮ Kernel estimators of mode under \(\psi\)-weak dependence
Cites Work
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- The asymptotic distributions of kernel estimators of the mode
- Weak and strong uniform consistency rates of kernel density estimates for randomly censored data
- Mean squared errors of estimates of a density and its derivatives
- On Strong Consistency of Density Estimates
- On Estimation of a Probability Density Function and Mode
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