A KERNEL ESTIMATOR OF A DENSITY FUNCTION IN MULTIVARIATE CASE FROM RANDOMLY CENSORED DATA

数学物理学报(英文版) ›› 1996, Vol. 16 ›› Issue (2): 170-180.

A KERNEL ESTIMATOR OF A DENSITY FUNCTION IN MULTIVARIATE CASE FROM RANDOMLY CENSORED DATA

周勇

Probability laboratory in Inst. of Appl. Math., Academia Sinica, Beijing 100080, China

收稿日期:1994-04-25 修回日期:1995-01-03 出版日期:1996-06-25 发布日期:1996-06-25
基金资助:
Supported by NNSF of China and & postdoctoral grant of China.

A KERNEL ESTIMATOR OF A DENSITY FUNCTION IN MULTIVARIATE CASE FROM RANDOMLY CENSORED DATA

Zhou Yong

Probability laboratory in Inst. of Appl. Math., Academia Sinica, Beijing 100080, China

Received:1994-04-25 Revised:1995-01-03 Online:1996-06-25 Published:1996-06-25
Supported by:
Supported by NNSF of China and & postdoctoral grant of China.

摘要/Abstract

摘要： A kernel density estimator is proposed when tile 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.

关键词: Kernel density estimator, asymptotic normality, product-limit estimator, mean square error and censored data

Abstract: A kernel density estimator is proposed when tile 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.

Key words: Kernel density estimator, asymptotic normality, product-limit estimator, mean square error and censored data

周勇. A KERNEL ESTIMATOR OF A DENSITY FUNCTION IN MULTIVARIATE CASE FROM RANDOMLY CENSORED DATA[J]. 数学物理学报(英文版), 1996, 16(2): 170-180.

Zhou Yong. A KERNEL ESTIMATOR OF A DENSITY FUNCTION IN MULTIVARIATE CASE FROM RANDOMLY CENSORED DATA[J]. Acta mathematica scientia,Series B, 1996, 16(2): 170-180.

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A KERNEL ESTIMATOR OF A DENSITY FUNCTION IN MULTIVARIATE CASE FROM RANDOMLY CENSORED DATA

A KERNEL ESTIMATOR OF A DENSITY FUNCTION IN MULTIVARIATE CASE FROM RANDOMLY CENSORED DATA

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