Presmoothed kernel density estimator for censored data
Authors:
R. Cao a;
M. A. J
come b
come b
| Affiliations: | a Departamento de Matem ticas, Universidade da Coru a, A Coru a, Spain |
b Departamento de Estad stica e Investigaci n Operativa, Universidade de Vigo., Ourense, Spain |
DOI:
10.1080/10485250310001622622
Publication Frequency:
8 issues per year
Published in:
Journal of Nonparametric Statistics,
Volume
16,
Issue
1 &
2
February
2004
, pages 289
- 309
Subjects:
Mathematical Economics;
Mathematical Finance;
Medical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Number of References: 20
Formats available:
PDF
(English)
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Abstract
Some kernel density estimator is presented in the context of right randomly censored data. The estimator makes use of presmoothing ideas replacing the indicators of no censoring by some preliminary nonparametric estimator of the conditional probability of uncensoring. Some i.i.d representation is given for this presmoothing estimator. This is useful to obtain the limit distribution and the asymptotic mean squared error of the estimator. An asymptotic mean integrated squared error result is also presented and used to derive large-sample formulas for the optimal presmoothing and the smoothing parameters. Finally, some simulations illustrate the theory.
|
| Keywords: Bandwidth selection; Kaplan-Meier estimator; Mean integrated squared error; Nonparametric density estimator; Survival analysis |
| view references (20) : view citations |

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a, A Coru
stica e Investigaci
n Operativa, Universidade de Vigo., Ourense, Spain
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