Gamma kernel estimators for density and hazard rate of right-censored data
type: Item
instance of: scholarly article
title: Gamma kernel estimators for density and hazard rate of right-censored data
zbMATH Open document ID: 1229.62041
DOI: 10.1155/2011/937574
published in: Journal of Probability and Statistics
publication date: 2011-10-26T00:00:00Z
review text: Summary: The nonparametric estimation for the density and hazard rate functions for right-censored data using the kernel smoothing techniques is considered. The ``classical'' fixed symmetric kernel type estimator of these functions performs well in the interior region, but it suffers from the problem of bias in the boundary region. Here, we propose new estimators based on the gamma kernels for the density and the hazard rate functions. The estimators are free of bias and achieve the optimal rate of convergence in terms of integrated mean squared error. The mean integrated squared error, the asymptotic normality, and the law of iterated logarithm are studied. A comparison of gamma estimators with the local linear estimator for the density function and with hazard rate estimator proposed by \textit{H.-G. Müller} and \textit{J.-L. Wang} [Biometrics 50, No. 1, 61--76 (1994; Zbl 0824.62097)], which are free from boundary bias, is investigated by simulations.
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62N01
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62N02
zbMATH DE Number: 5964152
Wikidata QID: Q58692085
author: Taoufik Bouezmarni
author: Anouar El Ghouch
author: Mhamed Mesfioui
describes a project that uses: Muhaz
MaRDI profile type: MaRDI publication profile
full work available at URL: https://doi.org/10.1155/2011/937574
OpenAlex ID: W2085979905
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copyright license: Creative Commons Attribution 4.0 International
description: scientific article; zbMATH DE number 5964152