Far East Journal of Theoretical Statistics
Volume 3, Issue 1, Pages 171 - 185
(July 1999)
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A LAW OF THE ITERATED LOGARITHM FOR KERNEL DENSITY ESTIMATORS
UNDER RANDOM CENSORSHIP
Biao Zhang (U. S. A.)
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Abstract: Random censored data consist of i.i.d. pairs of observations if
then
denotes a censored observation, and if
then denotes a
survival time which is the variable of interest. In this paper, we apply the
strong approximation technique to establish a law of the iterated logarithm for
kernel estimators of the density functions for the survival times. |
Keywords and phrases: bias, bandwidth, counting process, martingale, Kaplan-Meier
estimator, strong approximation,. Wiener process. |
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