A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples |
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| Authors: | Han-Ying Liang Jacobo de Uña-Álvarez |
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| Institution: | a Department of Mathematics, Tongji University, Shanghai 200092, PR China
b Department of Statistics and OR, Facultad de Ciencias Económicas y Empresariales, Universidad de Vigo, Campus Lagoas-Marcosende, 36310 Vigo, Spain |
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| Abstract: | In this paper, we discuss the estimation of a density function based on censored data by the kernel smoothing method when the survival and the censoring times form a stationary α-mixing sequence. A Berry-Esseen type bound is derived for the kernel density estimator at a fixed point x. For practical purposes, a randomly weighted estimator of the density function is also constructed and investigated. |
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| Keywords: | primary 62G05 secondary 62G20 |
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