Exact asymptotic -error of a kernel density estimator under censored data

Mohamed Lemdani and Elias Ould-Saïd

Statistics & Probability Letters, 2002, vol. 60, issue 1, 59-68

Abstract: In this paper, we give the exact asymptotic -error for the kernel estimator of the density function from censored data. We also give asymptotically optimal bandwidths. Strong approximation of the product-limit estimator by a Gaussian process is used to obtain the result.

Keywords: Kernel; estimator; Censored; data; -error; Strong; approximation (search for similar items in EconPapers)
Date: 2002
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