Bandwidth Selection in Density Estimation with Truncated and Censored Data

被引：0
作者：
C. Sánchez-Sellero
W. González-Manteiga
R. Cao
机构：
[1] Universidad de Santiago de Compostela,Departamento de Estadística e Investigación Operativa, Facultad de Matemáticas
[2] Universidad de La Coruña,Departamento de Matemáticas
[3] Campus de Elviña,Facultad de Informática
来源：
Annals of the Institute of Statistical Mathematics | 1999年 / 51卷
关键词：
LTRC model; almost sure representation; kernel estimator;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
A plug-in type bandwidth selector is presented for density estimation with truncated and censored data. It is based on a representation of the MISE function obtained in the paper. Rate of convergence and limit distribution are derived for this selector. A bootstrap method is introduced to estimate the MISE whose minimizer is an alternative bandwidth selector. A simulation study was carried out to assess the behavior with small samples. This methodology is applied to a real-data problem consisting of reporting delay of AIDS cases. The almost sure representation of the product-limit estimator is a key tool in our proofs.
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页码：51 / 70
页数：19
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