Asymptotic expansion for ISE of kernel density estimators under censored dependent model

DOI10.1016/J.SPL.2009.05.003MaRDI QIDQ840797zbMATH OpenOpenAlexFDO

Authors V. Fakoor, S. Jomhoori, Hasanali Azarnoosh

Publication date 14 September 2009

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2009.05.003

Mathematics Subject Classification ID

Density estimation (62G07) Censored data models (62N01) Asymptotic distribution theory in statistics (62E20)

Recommendations

• Central limit theorem for ISE of kernel density estimators in censored dependent model
• Kernel density and hazard rate estimation for censored dependent data
• On the asymptotic behaviour of the integrated square error of kernel density estimators with data-dependent bandwidth
• Analysis 4: Discriminant analysis of seal data
• Density estimators for truncated dependent data

Cites work

• scientific article; zbMATH DE number 3886828 (Why is no real title available?)
• scientific article; zbMATH DE number 3858075 (Why is no real title available?)
• scientific article; zbMATH DE number 3714717 (Why is no real title available?)
• scientific article; zbMATH DE number 3723695 (Why is no real title available?)
• scientific article; zbMATH DE number 3349105 (Why is no real title available?)
• A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data
• A correction to and improvement of: ``Strong approximations of some biometric estimates under random censorship
• A note on the integrated square errors of kernel density estimators under random censorship
• An almost sure invariance principle for the empirical distribution function of mixing random variables
• Asymptotic properties of Kaplan-Meier estimator for censored dependent data
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Central limit theorem for integrated square error of kernel hazard estimator under censored dependent model
• Central limit theorem for integrated square error of multivariate nonparametric density estimators
• Large sample behaviour of the product-limit estimator on the whole line
• Limit theorems for stochastic measures of the accuracy of density estimators
• Nonparametric Estimation and Identification of Nonlinear ARCH Time Series Strong Convergence and Asymptotic Normality: Strong Convergence and Asymptotic Normality
• On some global measures of the deviations of density function estimates
• Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1
• The asymptotics of the integrated square error for the kernel hazard rate estimators with left truncated and right censored data

Cited in

(4)

• Some asymptotic results of kernel density estimators under random left-truncation and dependent data
• Central limit theorem for integrated square error of kernel hazard estimator under censored dependent model
• On the asymptotic behaviour of the ISE for automatic kernel distribution estimators
• Central limit theorem for ISE of kernel density estimators in censored dependent model

This page was built for publication: Asymptotic expansion for ISE of kernel density estimators under censored dependent model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q840797)