A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples

Han-Ying Liang and Jacobo de Ua-lvarez

Journal of Multivariate Analysis, 2009, vol. 100, issue 6, 1219-1231

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 [alpha]-mixing sequence. A Berry-Esseen type bound is derived for the kernel density estimator at a fixed point x. For practical purposes, a randomly weighted estimator of the density function is also constructed and investigated.

Keywords: primary; 62G05 secondary; 62G20 Censored sample Berry-Esseen type bound Density estimation [alpha]-mixing (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (3)

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