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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