منابع مشابه
A Berry-Esseen Type Bound for the Kernel Density Estimator of Length-Biased Data
Length-biased data are widely seen in applications. They are mostly applicable in epidemiological studies or survival analysis in medical researches. Here we aim to propose a Berry-Esseen type bound for the kernel density estimator of this kind of data.The rate of normal convergence in the proposed Berry-Esseen type theorem is shown to be O(n^(-1/6) ) modulo logarithmic term as n tends to infin...
متن کاملWavelet linear density estimation for associated stratified size-biased sample
Ramirez and Vidakovic (2010) considered an estimator of the density function based on wavelets for a random stratified sample from weighted distributions. We extend these results to both positively and negatively associated random variables within strata. An upper bound on Lp-loss for the estimator is given which extends such a result for the L2-consistent given in Ramirez and Vidakovic(2010).
متن کاملComparison of Some Recent Methods in Adaptive Density Estimation for Biased Data
Abstract. Several adaptive methods to estimate a density from biased data are presented. Risk bounds for the estimators are provided and an empirical study is performed to compare various kernel and projection estimators associated with different adaptation methods, namely Lepski-type bandwidth selection in pointwise and global settings and model selection for projection estimators. A real data...
متن کاملa berry-esseen type bound for the kernel density estimator of length-biased data
length-biased data are widely seen in applications. they are mostly applicable in epidemiological studies or survival analysis in medical researches. here we aim to propose a berry-esseen type bound for the kernel density estimator of this kind of data.the rate of normal convergence in the proposed berry-esseen type theorem is shown to be o(n^(-1/6) ) modulo logarithmic term as n tends to infin...
متن کاملOn moment-density estimation in some biased models
It is known from the famous “moment problem” that under suitable conditions a probability distribution can be recovered from its moments. In Mnatsakanov and Ruymgaart [5, 6] an attempt has been made to exploit this idea and estimate a cdf or pdf, concentrated on the positive half-line, from its empirical moments. The ensuing density estimators turned out to be of kernel type with a convolution ...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2004
ISSN: 0090-5364
DOI: 10.1214/009053604000000300