Kernel estimation for additive models under dependence
โ Scribed by Jangsun Baek; Thomas E. Wehrly
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 825 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0304-4149
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Let (X 1 , Y 1 ), (X 2 , Y 2 ), ..., be d+1 dimensional random vectors which are distributed as (X, Y). Let %(x) be the conditional median, that is, We consider the problem of estimating %(x) from the data (X 1 , Y 1 ), ..., (X n , Y n ) which are :-mixing dependence. L 1 -norm kernel estimators of
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.