Kernel estimation of higher derivatives of density and hazard rate function for truncated and censored dependent data

被引:4
作者
Chen, QP [1 ]
Dai, YL
机构
[1] Wuhan Univ, Dept Stat, Wuhan 430072, Peoples R China
[2] Wuhan Univ Sci & Technol, Wuhan 430081, Peoples R China
[3] Zhongshan Univ, Dept Stat, Guangzhou 510275, Peoples R China
关键词
truncated and censored data; alpha-mixing; strong consistency; law of iterated logarithm; mode; PRODUCT-LIMIT ESTIMATOR; ASYMPTOTIC NORMALITY; LOGARITHM;
D O I
10.1016/S0252-9602(17)30491-5
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Based on left truncated and right censored dependent data, the estimators of higher derivatives of density function and hazard rate function axe given by kernel smoothing method. When observed data exhibit alpha-mixing dependence, local properties including strong consistency and law of iterated logarithm axe presented. Moreover, when the mode estimator is defined as the random variable that maximizes the kernel density estimator, the asymptotic normality of the mode estimator is established.
引用
收藏
页码:477 / 486
页数:10
相关论文
共 20 条
[1]  
Billingsley P, 1968, Convergence of Probability Measures
[2]   UNIFORM STRONG ESTIMATION UNDER ALPHA-MIXING, WITH RATES [J].
CAI, ZW ;
ROUSSAS, GG .
STATISTICS & PROBABILITY LETTERS, 1992, 15 (01) :47-55
[3]   Kernel density and hazard rate estimation for censored dependent data [J].
Cai, ZW .
JOURNAL OF MULTIVARIATE ANALYSIS, 1998, 67 (01) :23-34
[4]   Asymptotic properties of Kaplan-Meier estimator for censored dependent data [J].
Cai, ZW .
STATISTICS & PROBABILITY LETTERS, 1998, 37 (04) :381-389
[5]   Frequency polygons for weakly dependent processes [J].
Carbon, M ;
Garel, B ;
Tran, LT .
STATISTICS & PROBABILITY LETTERS, 1997, 33 (01) :1-13
[6]  
Dhompongsa S., 1984, YOKOHAMA MATH, V32, P113
[7]   KERNEL DENSITY AND HAZARD FUNCTION ESTIMATION IN THE PRESENCE OF CENSORING [J].
DIEHL, S ;
STUTE, W .
JOURNAL OF MULTIVARIATE ANALYSIS, 1988, 25 (02) :299-310
[8]  
EDDY WF, 1982, Z WAHRSCHEINLICHKEIT, V59, P279, DOI 10.1007/BF00532221
[9]   LAWS OF THE ITERATED LOGARITHM FOR NONPARAMETRIC DENSITY ESTIMATORS [J].
HALL, P .
ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1981, 56 (01) :47-61
[10]   On the strong convergence of the product-limit estimator and its integrals under censoring and random truncation [J].
He, SY ;
Yang, GL .
STATISTICS & PROBABILITY LETTERS, 2000, 49 (03) :235-244