Asymptotic normality of wavelet density estimator under censored dependent observations
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Publication:692737
DOI10.1007/S10255-012-0188-9zbMATH Open1252.62040OpenAlexW2165596658MaRDI QIDQ692737FDOQ692737
Authors: Si-Li Niu
Publication date: 6 December 2012
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-012-0188-9
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- Wavelet estimations for mixed densities under multiplicative censoring
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Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)
Cites Work
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- Formulae for mean integrated squared error of nonlinear wavelet-based density estimators
- Uniform strong estimation under \(\alpha\)-mixing, with rates
- Estimating a distribution function for censored time series data
- Probability density estimation from dependent observations using wavelets orthonormal bases
- Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator
- Nonlinear wavelet density and hazard rate estimation for censored data under dependent observations
- Kernel density and hazard rate estimation for censored data under \(\alpha\)-mixing condition
- Law of the logarithm for density and hazard rate estimation for censored data
Cited In (4)
- Asymptotic normality in conditional wavelet density with left-truncated \(\alpha \)-mixing observations
- Nonlinear wavelet density estimation with censored dependent data
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
- Wavelet estimation of density for censored data with censoring indicator missing at random
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