Asymptotic confidence bands for densities based on nearest neighbor estimators under censoring

Jan Mielniczuk

Statistics & Probability Letters, 1987, vol. 5, issue 2, 125-128

Abstract: Asymptotic confidence bands for a density function in case of censored data based on nearest neighbor estimators are constructed. The approach is based on the invariance principle for the kernel estimator with deterministic bandwidths proved by Burke and Horváth.

Keywords: confidence; bands; invariance; principle; Kaplan-Meier; estimator; kernel; estimator; nearest; neighbor; estimator; randomly; censored; data (search for similar items in EconPapers)
Date: 1987
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