Asymptotic behavior of the hazard rate kernel estimator under truncated and censored data

被引：12
|
作者：
Lemdani, Mohamed
Ould-Said, Elias
机构：
[1] Univ Lille 2, Fac Pharm, Lab Biomath, F-59006 Lille, France
[2] Univ Littoral Cote dOpale, LMPA J Liouville, Calais, France
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2007年 / 36卷 / 1-4期
关键词：
asymptotic errors; hazard rate; martingales; optimal bandwidth choice; truncated and censored data;
D O I：
10.1080/03610920600966506
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 article, we give the asymptotic mean integrated squared error and the mean squared error for the kernel estimator of the hazard rate from truncated and censored data. Martingale techniques and combinatory calculus are used to obtain these results. A probability bound and the optimal bandwidth choice are also given.
引用
收藏
页码：155 / 173
页数：19
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