Sequential confidence bands for densities under truncated and censored data

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	Sequential confidence bands for densities under truncated and censored data
	Sun, LQ; Zhou, Y
	1998-09-01
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	40 期号:1 页码:31-41
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.
关键词	truncated and censored data density estimation maximal deviation asymptotic distribution confidence band sequential estimation
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000076199200005
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13479
专题	应用数学研究所
作者单位	1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Beijing Univ, Dept Probabil & Stat, Beijing 100871, Peoples R China
推荐引用方式 GB/T 7714	Sun, LQ,Zhou, Y. Sequential confidence bands for densities under truncated and censored data[J]. STATISTICS & PROBABILITY LETTERS,1998,40(1):31-41.
APA	Sun, LQ,&Zhou, Y.(1998).Sequential confidence bands for densities under truncated and censored data.STATISTICS & PROBABILITY LETTERS,40(1),31-41.
MLA	Sun, LQ,et al."Sequential confidence bands for densities under truncated and censored data".STATISTICS & PROBABILITY LETTERS 40.1(1998):31-41.