ON THE NONPARAMETRIC ESTIMATION OF THE SIMPLE MODE UNDER RANDOM LEFT-TRUNCATION MODEL

被引：0

作者：

Ould-Said, Elias ^{[1
]}

Tatachak, Abdelkader ^{[2
]}

机构：

[1] Univ Littoral Cote dOpale, LMPAJ Liouville, BP 699, F-62228 Calais, France

[2] USTHB, Dept Probabil & Stat, Fac Math, El Alia 16111, Algeria

来源：

REVUE ROUMAINE DE MATHEMATIQUES PURES ET APPLIQUEES | 2009年 / 54卷 / 03期

关键词：

almost sure convergence; asymptotic normality; Lynden-Bell estimator; kernel estimator; left-truncation; mode; rate of convergence; V-C-class;

D O I：

暂无

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Let (Y-N)(N >= 1) be a sequence of independent and identically distributed random variables of interest. Let theta be the mode of Y. We define a new kernel estimator (theta) over cap (n) of when Y is subject to random left-truncation by a variable T. We establish the strong consistency with a rate for the proposed kernel estimate of the simple mode as well as its asymptotic normality. Simulations are drawn to illustrate the results and to show how the estimator behaves for finite samples.

引用

页码：243 / 266

页数：24

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