Nonparametric estimation of quantile density function for truncated and censored data

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	Nonparametric estimation of quantile density function for truncated and censored data
	Zhou, Y; Yip, PSF
	1999
发表期刊	JOURNAL OF NONPARAMETRIC STATISTICS
ISSN	1048-5252
卷号	12 期号:1 页码:17-39
摘要	In this paper we investigate the asymptotic properties of two types of kernel estimators for the quantile density function when the data are both randomly censored and truncated. We derive some laws of the logarithm for the maximal deviation between fixed bandwidth kernel estimators or random bandwidth kernel estimators and the true underlying quantile density function. Extensions to higher derivatives are included. The results are used to obtain the optimal bandwidth with respect to almost sure uniform convergence.
关键词	quantile density function truncating and censoring kernel estimator random bandwidth nearest neighbor estimator optimal bandwidth
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000085497400002
出版者	GORDON BREACH SCI PUBL LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14229
专题	应用数学研究所
通讯作者	Zhou, Y
作者单位	1.Univ Hong Kong, Dept Stat, Hong Kong, Hong Kong, Peoples R China 2.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Zhou, Y,Yip, PSF. Nonparametric estimation of quantile density function for truncated and censored data[J]. JOURNAL OF NONPARAMETRIC STATISTICS,1999,12(1):17-39.
APA	Zhou, Y,&Yip, PSF.(1999).Nonparametric estimation of quantile density function for truncated and censored data.JOURNAL OF NONPARAMETRIC STATISTICS,12(1),17-39.
MLA	Zhou, Y,et al."Nonparametric estimation of quantile density function for truncated and censored data".JOURNAL OF NONPARAMETRIC STATISTICS 12.1(1999):17-39.