Asymptotic normality of wavelet density estimator under censored dependent observations

被引：0

作者：

Niu, Si-li ^{[1
]}

机构：

[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China

来源：

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 2012年 / 28卷 / 04期

基金：

中国国家自然科学基金;

关键词：

Wavelet density estimator; asymptotic normality; censored data; alpha-mixing; random weighted estimator; HAZARD RATE ESTIMATION; ERROR; RATES;

D O I：

10.1007/s10255-012-0188-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we discuss the asymptotic normality of the wavelet estimator of the density function based on censored data, when the survival and the censoring times form a stationary alpha-mixing sequence. To simulate the distribution of estimator such that it is easy to perform statistical inference for the density function, a random weighted estimator of the density function is also constructed and investigated. Finite sample behavior of the estimator is investigated via simulations too.

引用

页码：781 / 794

页数：14

共 50 条

[1] Asymptotic normality of wavelet density estimator under censored dependent observations
Si-li Niu
Acta Mathematicae Applicatae Sinica, English Series, 2012, 28 : 781 - 794
[2] Asymptotic Normality of Wavelet Density Estimator under Censored Dependent Observations
Si-li NIU
Acta Mathematicae Applicatae Sinica, 2012, (04) : 781 - 794
[3] Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
Liang, Han-Ying
Peng, Liang
JOURNAL OF MULTIVARIATE ANALYSIS, 2010, 101 (05) : 1043 - 1054
[4] Asymptotic normality of conditional density estimation under truncated, censored and dependent data
Liang, Han-Ying
Zhou, Hong-Bing
Guo, Qiu-Li
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2020, 49 (22) : 5371 - 5391
[5] Asymptotic properties of conditional quantile estimator for censored dependent observations
Liang, Han-Ying
de Una-Alvarez, Jacobo
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2011, 63 (02) : 267 - 289
[6] Asymptotic properties of conditional quantile estimator for censored dependent observations
Han-Ying Liang
Jacobo de Uña-Álvarez
Annals of the Institute of Statistical Mathematics, 2011, 63 : 267 - 289
[7] Asymptotic normality for weighted estimator of conditional density with truncated and censored data
Liu, Yu-Xiao
Liu, Chang-Sheng
Liang, Han-Ying
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2025,
[8] Asymptotic Normality of the Deconvolution Kernel Density Estimator based on Independent Right Censored Data
Zhu W.
Sun S.
Wang P.
Khakurel H.
La Matematica, 2022, 1 (2): : 531 - 550
[9] Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
Han-Ying Liang
Jacobo de Uña-Álvarez
Metrika, 2010, 72 : 1 - 19
[10] Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
Liang, Han-Ying
de Una-Alvarez, Jacobo
METRIKA, 2010, 72 (01) : 1 - 19

← 1 2 3 4 5 →