A Berry-Esseen Type Bound for the Kernel Density Estimator of Length-Biased Data
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Abstract:
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 infinity by a proper choice of the bandwidth.The results of a simulation study is also presented in this paper inorder to examine the performance of the result.
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Journal title
volume 26 issue 3
pages 265- 272
publication date 2015-09-01
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