Economics at your fingertips  

CLT for integrated square error of density estimators with censoring indicators missing at random

Yu-Ye Zou () and Han-Ying Liang ()
Additional contact information
Yu-Ye Zou: Shanghai Maritime University
Han-Ying Liang: Tongji University

Statistical Papers, 2020, vol. 61, issue 6, No 18, 2685-2714

Abstract: Abstract A popular stochastic measure of the distance between the density of the lifetimes and its estimator is the integrated square error (ISE) and Hellinger distance (HD). In this paper, we focus on the right-censored model when the censoring indicators are missing at random. Based on two density estimators defined by Wang et al.(J Multivar Anal 100:835–850, 2009), and another new kernel estimator of the density, we established the asymptotic normality of the ISE and HD for the proposed estimators. In addition, the uniformly strongly consistency of the new kernel estimator of the density is discussed. Also, a simulation study is conducted to compare finite-sample performance of the proposed estimators.

Keywords: Asymptotic normality; Hellinger distance; Integrated square error; Missing at random; Strong consistency; 62N01; 62G07 (search for similar items in EconPapers)
Date: 2020
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link) Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link:

Ordering information: This journal article can be ordered from
http://www.springer. ... business/journal/362

DOI: 10.1007/s00362-018-01065-9

Access Statistics for this article

Statistical Papers is currently edited by C. Müller, W. Krämer and W.G. Müller

More articles in Statistical Papers from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Page updated 2020-12-26
Handle: RePEc:spr:stpapr:v:61:y:2020:i:6:d:10.1007_s00362-018-01065-9