Density and Hazard Rate Estimation for Censored and ?-mixing Data Using Gamma Kernels
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- 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).
References listed on IDEAS
- Lejeune, Michel & Sarda, Pascal, 1992. "Smooth estimators of distribution and density functions," Computational Statistics & Data Analysis, Elsevier, vol. 14(4), pages 457-471, November.
- Bouezmarni, Taoufik & Rombouts, Jeroen V.K., 2010.
"Nonparametric density estimation for positive time series,"
Computational Statistics & Data Analysis,
Elsevier, vol. 54(2), pages 245-261, February.
- BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen V. K., 2006. "Nonparametric density estimation for positive time series," CORE Discussion Papers 2006085, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- Taoufik Bouezmarni & Jeroen V.K. Rombouts, 2006. "Nonparametric Density Estimation for Positive Time Series," Cahiers de recherche 06-09, HEC Montréal, Institut d'économie appliquée.
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- Song Chen, 2000. "Probability Density Function Estimation Using Gamma Kernels," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 52(3), pages 471-480, September.
- Bouezmarni, Taoufik & Scaillet, Olivier, 2005. "Consistency Of Asymmetric Kernel Density Estimators And Smoothed Histograms With Application To Income Data," Econometric Theory, Cambridge University Press, vol. 21(02), pages 390-412, April.
- Cai, Zongwu, 1998. "Kernel Density and Hazard Rate Estimation for Censored Dependent Data," Journal of Multivariate Analysis, Elsevier, vol. 67(1), pages 23-34, October.
More about this item
KeywordsGamma kernel; Kaplan Meier; density and hazard function; mean integrated squared error; consistency; asymptotic normality.;
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