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

DOI10.1016/J.SPL.2009.05.003zbMATH Open1169.62025OpenAlexW2093375902MaRDI QIDQ840797FDOQ840797

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

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Mathematics Subject Classification ID

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

Cites Work

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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• An almost sure invariance principle for the empirical distribution function of mixing random variables
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• Asymptotic properties of Kaplan-Meier estimator for censored dependent data
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• A correction to and improvement of: ``Strong approximations of some biometric estimates under random censorship
• Limit theorems for stochastic measures of the accuracy of density estimators
• A note on the integrated square errors of kernel density estimators under random censorship
• Tail behaviour of the stationary density of general non-linear autoregressive processes of order 1
• A central limit theorem for the integrated square error of the kernel density estimators with randomly censored data
• The asymptotics of the integrated square error for the kernel hazard rate estimators with left truncated and right censored data
• Central limit theorem for integrated square error of kernel hazard estimator under censored dependent model

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

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