Sequential confidence bands for densities under truncated and censored data
文献类型:期刊论文
作者 | Sun, LQ![]() ![]() |
刊名 | STATISTICS & PROBABILITY LETTERS
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出版日期 | 1998-09-01 |
卷号 | 40期号:1页码:31-41 |
关键词 | truncated and censored data density estimation maximal deviation asymptotic distribution confidence band sequential estimation |
ISSN号 | 0167-7152 |
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. |
WOS研究方向 | Mathematics |
语种 | 英语 |
WOS记录号 | WOS:000076199200005 |
出版者 | ELSEVIER SCIENCE BV |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/13478] ![]() |
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. |
入库方式: OAI收割
来源:数学与系统科学研究院
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