Abstract
A kernel density estimator is proposed when the data are subject to censorship in multivariate case. The asymptotic normality, strong convergence and asymptotic optimal bandwidth which minimize the mean square error of the estimator are studied.
| Original language | English |
|---|---|
| Pages (from-to) | 170-180 |
| Number of pages | 11 |
| Journal | Acta Mathematica Scientia |
| Volume | 16 |
| Issue number | 2 |
| DOIs | |
| State | Published - Apr 1996 |
| Externally published | Yes |
Keywords
- Asymptotic normality
- Kernel density estimator
- Mean square error and censored data
- Product-limit estimator