Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146646 | Journal of Multivariate Analysis | 2009 | 13 Pages |
Abstract
In this paper, we discuss the estimation of a density function based on censored data by the kernel smoothing method when the survival and the censoring times form a stationary αα-mixing sequence. A Berry–Esseen type bound is derived for the kernel density estimator at a fixed point xx. For practical purposes, a randomly weighted estimator of the density function is also constructed and investigated.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Han-Ying Liang, Jacobo de Uña-Álvarez,