Kernel Density and Hazard Rate Estimation for Censored Dependent Data
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. 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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Volume (Year): 67 (1998)
Issue (Month): 1 (October)
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References listed on IDEAS
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- Cai, Zongwu, 1998. "Asymptotic properties of Kaplan-Meier estimator for censored dependent data," Statistics & Probability Letters, Elsevier, vol. 37(4), pages 381-389, March.
- 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.
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