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Exact asymptotic L1-error of a kernel density estimator under censored data

✍ Scribed by Mohamed Lemdani; Elias Ould-Saı̈d

Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
139 KB
Volume
60
Category
Article
ISSN
0167-7152

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✦ Synopsis

In this paper, we give the exact asymptotic L 1 -error for the kernel estimator of the density function from censored data. We also give asymptotically optimal bandwidths. Strong approximation of the product-limit estimator by a Gaussian process is used to obtain the result.

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