Bandwidth selection for the presmoothed density estimator with censored data
نویسنده
چکیده
This paper is concerned with the problem of selecting a suitable bandwidth for the presmoothed density estimator from right censored data. An asymptotic expression for the mean integrated squared error (MISE) of this estimator is given, and the smoothing parameters minimizing it are proved to be consistent approximations of the MISE bandwidths. As consequence, a bandwidth selector based on plug-in ideas is introduced. We also present a bootstrap bandwidth selector. The performance of both methods is investigated in a simulation study, in which the Kaplan-Meier kernel density estimator has been taken as a relevant competitor.
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