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On self-consistent estimators and kernel density estimators with doubly censored data

✍ Scribed by Jian-Jian Ren

Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
667 KB
Volume
64
Category
Article
ISSN
0378-3758

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✦ Synopsis

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 estimators, we establish the strong uniform consistency and the asymptotic normality of the kernel density estimators for doubly censored data. From these, the strong uniform consistency and the asymptotic normality of the failure rate estimators for doubly censored data are derived.

πŸ“œ SIMILAR VOLUMES

Kernel Density and Hazard Rate Estimatio
Kernel Density and Hazard Rate Estimation for Censored Dependent Data
✍ Zongwu Cai πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 266 KB

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.