中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
Sequential confidence bands for densities under truncated and censored data

文献类型:期刊论文

作者Sun, LQ; Zhou, Y
刊名STATISTICS & PROBABILITY LETTERS
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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