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

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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Year of publication:	2009
Authors:	Liang, Han-Ying ; de Ua-lvarez, Jacobo
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 100.2009, 6, p. 1219-1231
Publisher:	Elsevier
Subject:	primary \| 62G05 secondary \| 62G20 Censored sample Berry-Esseen type bound Density estimation [alpha]-mixing

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005152797