Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1153388 | Statistics & Probability Letters | 2012 | 8 Pages |
Abstract
This paper considers the maximum deviation of the error density estimator in linear regression with right censored data. Based on the Kaplan–Meier estimator of the residual distribution, we define the kernel-smoothed estimator of an error density function. The limit distributions for the maximum deviation of the estimator are obtained.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Fuxia Cheng,