IDEAS home Printed from https://ideas.repec.org/a/eee/stapro/v74y2005i4p366-372.html
   My bibliography  Save this article

Consistent estimation of the density and hazard rate functions for censored data via the wavelet method

Author

Listed:
  • Bezandry, Paul H.
  • Bonney, George E.
  • Gannoun, Ali

Abstract

This paper considers a wavelet method for the estimation of the density and hazard rate functions from randomly censored data. We establish the weak uniform consistency of the density and hazard rate estimators.

Suggested Citation

  • Bezandry, Paul H. & Bonney, George E. & Gannoun, Ali, 2005. "Consistent estimation of the density and hazard rate functions for censored data via the wavelet method," Statistics & Probability Letters, Elsevier, vol. 74(4), pages 366-372, October.
    • Handle: RePEc:eee:stapro:v:74:y:2005:i:4:p:366-372
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167-7152(05)00196-3
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. A. Antoniadis & G. Grégoire & G. Nason, 1999. "Density and hazard rate estimation for right‐censored data by using wavelet methods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(1), pages 63-84.
    2. Gannoun, Ali & Saracco, Jérôme, 2002. "A new proof of strong consistency of kernel estimation of density function and mode under random censorship," Statistics & Probability Letters, Elsevier, vol. 59(1), pages 61-66, August.
    3. Carbonez A. & Györfi L. & Meulen E.C. van der, 1995. "Partitioning-Estimates Of A Regression Function Under Random Censoring," Statistics & Risk Modeling, De Gruyter, vol. 13(1), pages 21-38, January.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Federico Palacios-González & Rosa M. García-Fernández, 2020. "A faster algorithm to estimate multiresolution densities," Computational Statistics, Springer, vol. 35(3), pages 1207-1230, September.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Guessoum Zohra & Ould-Said Elias, 2009. "On nonparametric estimation of the regression function under random censorship model," Statistics & Risk Modeling, De Gruyter, vol. 26(3), pages 159-177, April.
    2. Ould-SaI¨d, Elias, 2006. "A strong uniform convergence rate of kernel conditional quantile estimator under random censorship," Statistics & Probability Letters, Elsevier, vol. 76(6), pages 579-586, March.
    3. Kohler, Michael & Máthé, Kinga & Pintér, Márta, 2002. "Prediction from Randomly Right Censored Data," Journal of Multivariate Analysis, Elsevier, vol. 80(1), pages 73-100, January.
    4. Salim Bouzebda & Thouria El-hadjali & Anouar Abdeldjaoued Ferfache, 2023. "Uniform in Bandwidth Consistency of Conditional U-statistics Adaptive to Intrinsic Dimension in Presence of Censored Data," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 85(2), pages 1548-1606, August.
    5. Fabienne Comte & Gwennaelle Mabon & Adeline Samson, 2017. "Spline regression for hazard rate estimation when data are censored and measured with error," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 71(2), pages 115-140, May.
    6. Li, Jiexiang & Tran, Lanh Tat, 2007. "Hazard rate estimation on random fields," Journal of Multivariate Analysis, Elsevier, vol. 98(7), pages 1337-1355, August.
    7. Debbarh, Mohammed & Viallon, Vivian, 2008. "Testing additivity in nonparametric regression under random censorship," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2584-2591, November.
    8. Dippon, J. & Fritz, P. & Kohler, M., 2002. "A statistical approach to case based reasoning, with application to breast cancer data," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 579-602, September.
    9. Sam Efromovich & Jufen Chu, 2018. "Hazard rate estimation for left truncated and right censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(4), pages 889-917, August.
    10. Liang, Han-Ying & de Uña-Álvarez, Jacobo, 2011. "Wavelet estimation of conditional density with truncated, censored and dependent data," Journal of Multivariate Analysis, Elsevier, vol. 102(3), pages 448-467, March.
    11. Salim Bouzebda & Amel Nezzal & Tarek Zari, 2022. "Uniform Consistency for Functional Conditional U -Statistics Using Delta-Sequences," Mathematics, MDPI, vol. 11(1), pages 1-39, December.
    12. E. Brunel & F. Comte & A. Guilloux, 2009. "Nonparametric density estimation in presence of bias and censoring," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(1), pages 166-194, May.
    13. Ouafae Benrabah & Feriel Bouhadjera & Elias Ould Saïd, 2022. "Local linear estimation of the regression function for twice censored data," Statistical Papers, Springer, vol. 63(2), pages 489-514, April.
    14. Sam Efromovich, 2016. "Minimax theory of nonparametric hazard rate estimation: efficiency and adaptation," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 68(1), pages 25-75, February.
    15. Messaci, Fatiha, 2010. "Local averaging estimates of the regression function with twice censored data," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1508-1511, October.
    16. Angers, Jean-Francois & MacGibbon, Brenda, 2013. "Hazard function estimation with nonnegative “wavelets”," Statistics & Probability Letters, Elsevier, vol. 83(4), pages 969-978.
    17. Elodie Brunel & Fabienne Comte & Agathe Guilloux, 2008. "Estimation Strategies for Censored Lifetimes with a Lexis‐Diagram Type Model," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(3), pages 557-576, September.
    18. Sandra Plancade, 2011. "Model selection for hazard rate estimation in presence of censoring," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 74(3), pages 313-347, November.
    19. Fabienne Comte & Adeline Samson & Julien J. Stirnemann, 2018. "Hazard estimation with censoring and measurement error: application to length of pregnancy," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 27(2), pages 338-359, June.
    20. Mohamed Lemdani & Elias Ould Saïd, 2017. "Nonparametric robust regression estimation for censored data," Statistical Papers, Springer, vol. 58(2), pages 505-525, June.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:74:y:2005:i:4:p:366-372. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.