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截断样本下的强率函数和密度函数核估计的渐进正态性
引用本文:冯琦琳,卢江.截断样本下的强率函数和密度函数核估计的渐进正态性[J].应用概率统计,1998,14(2):122-130.
作者姓名:冯琦琳  卢江
作者单位:北京成人教育学院!北京,100101,魁北克大学蒙特利尔分校!加拿大
摘    要:本文用1]发展的计数过程去研究截断样本下强率函数核估计的渐进正态性.在弱于7]和10]的条件下,得到了更一般的结果.接着我们将这种方法运用到密度函数核估计,在较弱的条件下,得到了截断样本下密度函数核估计的渐进正态性.

关 键 词:渐进正态性  截断样本  密度函数  强率函数  核估计

Asymptotic Normality of Kernel Estimates for Intensity and Density Functions with Censored and Truncated Data
FENG QILIN.Asymptotic Normality of Kernel Estimates for Intensity and Density Functions with Censored and Truncated Data[J].Chinese Journal of Applied Probability and Statisties,1998,14(2):122-130.
Authors:FENG QILIN
Abstract:In this paper, we use the so called counting process, developed by Aalen 1], to study the asymptotic normality of kernel estimates for the intensity function based censored or truncated data. Our results are more generious, however the assumptions we make are weak comparing with those of Ramlau-Hansen 7] and Uzunogullri and Wang 10]. Subsequently, we use the counting process method to get the asymptotic normality of kernel estimates for the density function under mild conditions.
Keywords:Asymptotic normality  Censored and truncated data  Density function  Intensity function  Kernel estimate
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