In this study bivariate kernel density estimators are considered when a component is subject to random truncation. In bivariate truncation models one observes the i.i.d. samples from the triplets (T, Y, X) only if T Y. In this set-up, Y is said to be left truncated by T and T is right truncated by Y
Marginal density estimation from incomplete bivariate data
β Scribed by Martin L. Hazelton
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 145 KB
- Volume
- 47
- Category
- Article
- ISSN
- 0167-7152
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β¦ Synopsis
The problem of estimating a marginal density from incomplete bivariate data is considered. A kernel estimator is proposed. Strong consistency of the estimator is proved, and asymptotic formulae for its mean and variance derived. A method of bandwidth selection is suggested. Application of the estimator is then illustrated on example data sets. Possible extensions and improvements are discussed.
π SIMILAR VOLUMES
Longitudinal atudiea are rarely complete due to attrition, miatimed vieits and observations misaing at random. When the data are missing a t random it L poasible to estimate the primary location parameters of interest by constructing a modification of ZELLNEB'S (1962) seemingly unrelated regression