asymptotic behaviors of nearest neighbor kernel density estimator in left-truncated data

Authors

v. fakoor

abstract

kernel density estimators are the basic tools for density estimation in non-parametric statistics.  the k-nearest neighbor kernel estimators represent a special form of kernel density estimators, in  which  the  bandwidth  is varied depending on the location of the sample points. in this paper‎, we  initially introduce the k-nearest neighbor kernel density estimator in the random left-truncation model,  ‎ and then  prove some of its asymptotic behaviors, such as strong uniform consistency and asymptotic normality.  ‎in particular‎, ‎we show that the proposed estimator has truncation-free variance‎. ‎simulations are presented to illustrate the results and show how the estimator behaves for finite samples‎. moreover, the proposed estimator is used to estimate  the density function of a real data set.

Upgrade to premium to download articles

Sign up to access the full text

Already have an account?login

similar resources

Asymptotic Behaviors of Nearest Neighbor Kernel Density Estimator in Left-truncated Data

Kernel density estimators are the basic tools for density estimation in non-parametric statistics.  The k-nearest neighbor kernel estimators represent a special form of kernel density estimators, in  which  the  bandwidth  is varied depending on the location of the sample points. In this paper‎, we  initially introduce the k-nearest neighbor kernel density estimator in the random left-truncatio...

full text

Asymptotic Behaviors of the Lorenz Curve for Left Truncated and Dependent Data

The purpose of this paper is to provide some asymptotic results for nonparametric estimator of the Lorenz curve and Lorenz process for the case in which data are assumed to be strong mixing subject to random left truncation. First, we show that nonparametric estimator of the Lorenz curve is uniformly strongly consistent for the associated Lorenz curve. Also, a strong Gaussian approximation for ...

full text

Some Asymptotic Results of Kernel Density Estimator in Length-Biased Sampling

In this paper, we prove the strong uniform consistency and asymptotic normality of the kernel density estimator proposed by Jones [12] for length-biased data.The approach is based on the invariance principle for the empirical processes proved by Horváth [10]. All simulations are drawn for different cases to demonstrate both, consistency and asymptotic normality and the method is illustrated by ...

full text

asymptotic behaviors of the lorenz curve for left truncated and dependent data

the purpose of this paper is to provide some asymptotic results for nonparametric estimator of the lorenz curve and lorenz process for the case in which data are assumed to be strong mixing subject to random left truncation. first, we show that nonparametric estimator of the lorenz curve is uniformly strongly consistent for the associated lorenz curve. also, a strong gaussian approximation for ...

full text

A Note on the Smooth Estimator of the Quantile Function with Left-Truncated Data

This note focuses on estimating the quantile function based on the kernel smooth estimator under a truncated dependent model. The Bahadurtype representation of the kernel smooth estimator is established, and from the Bahadur representation it can be seen that this estimator is strongly consistent.

full text

Asymptotic normality of Hill Estimator for truncated data

The problem of estimating the tail index from truncated data is addressed in ?. In that paper, a sample based (and hence random) choice of k is suggested, and it is shown that the choice leads to a consistent estimator of the inverse of the tail index. In this paper, the second order behavior of the Hill estimator with that choice of k is studied, under some additional assumptions. In the untru...

full text

My Resources

Save resource for easier access later


Journal title:
journal of sciences, islamic republic of iran

Publisher: university of tehran

ISSN 1016-1104

volume 25

issue 1 2014

Hosted on Doprax cloud platform doprax.com

copyright © 2015-2023