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Fixed width confidence bands for densities under censoring

Author

Listed:
  • Martinsek, Adam T.
  • Xu, Yi

Abstract

The problem of constructing a fixed width confidence band for the density of data observed subject to random right censoring is considered. A suitable stopping rule is proposed and this stopping rule is shown to achieve the desired degree of confidence, asymptotically as the required maximum width of the band approaches zero.

Suggested Citation

  • Martinsek, Adam T. & Xu, Yi, 1996. "Fixed width confidence bands for densities under censoring," Statistics & Probability Letters, Elsevier, vol. 30(3), pages 257-264, October.
    • Handle: RePEc:eee:stapro:v:30:y:1996:i:3:p:257-264
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    Cited by:

    1. Sun, Liuquan & Zhou, Yong, 1998. "Sequential confidence bands for densities under truncated and censored data," Statistics & Probability Letters, Elsevier, vol. 40(1), pages 31-41, September.

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