Fixed width confidence bands for densities under censoring

Adam T. Martinsek and Yi Xu

Statistics & Probability Letters, 1996, vol. 30, issue 3, 257-264

Abstract: The problem of constructing a fixed width confidence band for the density of data observed subject to random right censoring is considered. A suitable stopping rule is proposed and this stopping rule is shown to achieve the desired degree of confidence, asymptotically as the required maximum width of the band approaches zero.

Keywords: Density; estimation; Censored; data; Confidence; band; Sequential; estimation; Stopping; rule (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (1)

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