A new proof of strong consistency of kernel estimation of density function and mode under random censorship

✍ Scribed by Ali Gannoun; Jérôme Saracco

• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 99 KB
• Volume: 59
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(02)00166-9

✦ Synopsis

In this paper, we establish a new proof of uniform consistency of kernel estimator of density function when we observe a random right censored model. This proof uses an exponential inequality established by Wang (2000). As a consequence, we obtain the almost sure convergence of the kernel estimator of the mode.