Comments on “Kernel density estimation for time series data”
✍ Scribed by Ana Pérez
- Book ID
- 113648195
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 271 KB
- Volume
- 28
- Category
- Article
- ISSN
- 0169-2070
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📜 SIMILAR VOLUMES
In some long term studies, a series of dependent and possibly censored failure times may be observed. Suppose that the failure times have a common marginal distribution function having a density, and the nonparametric estimation of density and hazard rate under random censorship is of our interest.
We study the detailed structure (in a large sample) of the self-consistent estimators of the survival functions with doubly censored data. We also introduce the kernel-type density estimators based on the self-consistent estimators, and using our results on the structure of the self-consistent estim