Nonparametric density estimation over its unknown support for right censored data

Sam Efromovich

Statistics & Probability Letters, 2024, vol. 209, issue C

Abstract: The long-standing problem of nonparametric density estimation of the lifetime of interest over its unknown support, when only right-censored observations are available, is considered. Two cases, when the support of the lifetime of interest is a proper subset of the support of censoring variable and when the supports are the same, are explored. An orthogonal series density estimation, over a random interval defined by a specially chosen sequence of order statistics, is proposed and rates of the mean integrated squared error convergence are evaluated.

Keywords: MISE; Order statistic; Right tail; Series estimator; Survival analysis (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2024.110084

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