Some Asymptotic Results of Kernel Density Estimator in Length-Biased Sampling
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Abstract:
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 real automobile brake pads data.
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Journal title
volume 24 issue 1
pages 55- 62
publication date 2013-03-01
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