Strong uniform consistency of kernel density estimators under a censored dependent model

被引:5
|
作者
Fakoor, V. [1 ]
机构
[1] Ferdowsi Univ Mashhad, Dept Stat, Ordered & Spatial Data Ctr, Mashhad, Iran
关键词
TIME-SERIES; STRONG APPROXIMATIONS; IDENTIFICATION; DERIVATIVES;
D O I
10.1016/j.spl.2009.11.005
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
Problems with censored data arise frequently in survival analyses and reliability applications. The estimation of the density function of the lifetimes is often of interest. In this paper, the estimation of the density function by the kernel method is considered, when censored data show some kind of dependence. We apply the strong Gaussian approximation technique for studying the strong uniform consistency for kernel estimators of the density function under a censored dependent model. (C) 2009 Elsevier B.V. All rights reserved.
引用
收藏
页码:318 / 323
页数:6
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