Far East Journal of Theoretical Statistics
Volume 13, Issue 1, Pages 21 - 31
(May 2004)
|
|
A NOTE ON THE ASYMPTOTIC NORMALITY OF KERNEL DENSITY ESTIMATORS UNDER RANDOM CENSORSHIP
Biao Zhang (U. S. A.)
|
If
denotes a censored observation, and
if
denotes a survival time, which is
the variable of interest. In this paper, we apply the strong approximation
technique to study the asymptotic normality for the kernel estimator of the
density function of the survival times.