Nonparametric bivariate distribution estimation using Bernstein polynomials under right censoring

K. Dib, T. Bouezmarni, M. Belalia and A. Kitouni

Communications in Statistics - Theory and Methods, 2021, vol. 50, issue 23, 5574-5584

Abstract: The paper deals with non parametric estimation of the joint distribution function of two random variables X and Y. Especially, we consider the case when one of the two variables, says Y, is subject to right censoring. The newly proposed estimator is built using Bernstein polynomials. The asymptotic properties of this estimator such as, bias, variance and normality are provided. Also, we prove the strong uniform convergence. The proposed estimator is applied to analyze the Loss-ALAE dataset from insurance.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:50:y:2021:i:23:p:5574-5584

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DOI: 10.1080/03610926.2020.1734832

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