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A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples

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  • Liang, Han-Ying
  • de Ua-lvarez, Jacobo

Abstract

In this paper, we discuss the estimation of a density function based on censored data by the kernel smoothing method when the survival and the censoring times form a stationary [alpha]-mixing sequence. A Berry-Esseen type bound is derived for the kernel density estimator at a fixed point x. For practical purposes, a randomly weighted estimator of the density function is also constructed and investigated.

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  • Liang, Han-Ying & de Ua-lvarez, Jacobo, 2009. "A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1219-1231, July.
    • Handle: RePEc:eee:jmvana:v:100:y:2009:i:6:p:1219-1231
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    References listed on IDEAS

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    Cited by:

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