Nonlinear wavelet density estimation under the Koziol-Green model

被引：8

作者：

Rodríguez-Casal, A ^{[1
]}

De Uña-Alvarez, J ^{[1
]}

机构：

[1] Univ Vigo, Fac Ciencias Econ & Empresariales, Dept Estadist & Invest Operat, Vigo 36200, Spain

来源：

JOURNAL OF NONPARAMETRIC STATISTICS | 2004年 / 16卷 / 1-2期

关键词：

proportional censorship; mean integrated squared error; wavelet;

D O I：

10.1080/10485250310001622875

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this work, nonlinear wavelet density estimation for censored data is introduced. We assume the Koziol-Green model of random censorship, under which the survival function of the censoring variable is a power of the survival function of interest. The L-2 performance of the proposed estimate is investigated. Asymptotic expressions for the mean integrated squared error are provided, for both the smooth and unsmooth density cases.

引用

页码：91 / 109

页数：19

共 27 条

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ABDUSHUKUROV AA, 1984, C YOUNG SCI MATH I A

[2]

[Anonymous], 1993, Ten Lectures of Wavelets

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