Article ID Journal Published Year Pages File Type
1146646 Journal of Multivariate Analysis 2009 13 Pages PDF
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
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