A bound on the 1-error of a nonparametric density estimator with censored data

A bound on the expected 1-distance between a density and its estimator, based on randomly right censored data, is given for any sample size. It is noted that the leading terms in the bound are comparable to the terms in the uncensored case. Also, these terms agree with the asymptotic results for density estimation with censored data.

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Year of publication:	1995
Authors:	Kulasekera, K. B.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 23.1995, 3, p. 233-238
Publisher:	Elsevier
Keywords:	Censored data Density estimator Error bounds

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

Persistent link: https://www.econbiz.de/10005254331