KERNEL DENSITY ESTIMATION WITH MISSING DATA AND AUXILIARY VARIABLES
โ Scribed by Suzanne R. Dubnicka
- Book ID
- 110971672
- Publisher
- John Wiley and Sons
- Year
- 2009
- Tongue
- English
- Weight
- 412 KB
- Volume
- 51
- Category
- Article
- ISSN
- 1369-1473
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Kernel type estimators of the density of continuous time R<valued stochastic processes are studied. Uniform strong consistency on R e of the estimators and their rates of convergence are obtained. The stochastic processes are assumed to satisfy the strong mixing condition and the sampling instants a
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