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Sequential confidence bands for densities under truncated and censored data
Sun, LQ ; Zhou, Y
1998
关键词truncated and censored data density estimation maximal deviation asymptotic distribution confidence band sequential estimation PRODUCT-LIMIT ESTIMATOR ITERATED LOGARITHM LAW
英文摘要In this paper an asymptotic distribution is obtained for the maximal deviation between the kernel density estimator and the density when the data are subject to random left truncation and right censorship. Based on this result we propose a fully sequential procedure for constructing a fixed-width confidence band for the density on a finite interval and show that the procedure has the desired coverage probability asymptotically as the width of the band approaches zero. (C) 1998 Elsevier Science B.V. All rights reserved.; http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000076199200005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701 ; Statistics & Probability; SCI(E); 6; ARTICLE; 1; 31-41; 40
语种英语
出处SCI
出版者statistics probability letters
内容类型其他
源URL[http://hdl.handle.net/20.500.11897/257830]  
专题数学科学学院
推荐引用方式
GB/T 7714
Sun, LQ,Zhou, Y. Sequential confidence bands for densities under truncated and censored data. 1998-01-01.
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