A kernel estimator of a density function in multivariate case from randomly censored data

  • Yong Zhou*
  • *Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)170-180
Number of pages11
JournalActa Mathematica Scientia
Volume16
Issue number2
DOIs
StatePublished - Apr 1996
Externally publishedYes

Keywords

  • Asymptotic normality
  • Kernel density estimator
  • Mean square error and censored data
  • Product-limit estimator

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