Kernel Density and Hazard Rate Estimation for Censored Dependent Data
AbstractIn 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. In this paper, we establish the asymptotic normality and the uniform consistency (with rates) of the kernel estimators for density and hazard function under a censored dependent model. A numerical study elucidates the behavior of the estimators for moderately large sample sizes.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 67 (1998)
Issue (Month): 1 (October)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Diehl, Sabine & Stute, Winfried, 1988. "Kernel density and hazard function estimation in the presence of censoring," Journal of Multivariate Analysis, Elsevier, vol. 25(2), pages 299-310, May.
- Diallo, Amadou Oury Korbe & Louani, Djamal, 2013. "Moderate and large deviation principles for the hazard rate function kernel estimator under censoring," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 735-743.
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006.
"Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels,"
Cahiers de recherche
06-16, HEC Montréal, Institut d'économie appliquée.
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V. K., 2006. "Density and hazard rate estimation for censored and a-mixing data using gamma kernels," CORE Discussion Papers 2006118, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Fakoor, V., 2010. "Strong uniform consistency of kernel density estimators under a censored dependent model," Statistics & Probability Letters, Elsevier, vol. 80(5-6), pages 318-323, March.
- Sun, Liuquan & Zhou, Xian, 2001. "Survival function and density estimation for truncated dependent data," Statistics & Probability Letters, Elsevier, vol. 52(1), pages 47-57, March.
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