Fixed width confidence bands for densities under censoring
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.
Year of publication: |
1996
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Authors: | Martinsek, Adam T. ; Xu, Yi |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 30.1996, 3, p. 257-264
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Publisher: |
Elsevier |
Keywords: | Density estimation Censored data Confidence band Sequential estimation Stopping rule |
Saved in:
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