基于截尾数据概率密度核估计的一些渐近行为

SOME ASYMPOTOTIC BEHAVIOURS OF THE KERNEL ESTIMATOR OF A DENSITY FUNCTION BASED ON CENSORED DATA

  • 摘要: Blum和Snsarla(1980)提出了一基于截尾数据非负随机变量概率密度ft)的核估计\hatf_n(t),本文证明了\hatf_n(t)的一致强相合性。此外,我们还进一步研究了\hatf_n(t)的一致强收敛速度问题,给出了\hatf_n(t)的一渐近表达式,并利用所给的表达式证明了\hatf_n(t)以速度为O(n-2α)均方收敛到ft),其中0<a<1/4。

     

    Abstract: We consider the kernel estimator \hatf_n(t) of density ft) of nonnegative random variates based on censored date proposed by Blum and Susarla (1980). In this paper, uniformly rtrong consistency of the estimator\hatf_n(t). is investigated. The convergence rate of uniformly strong consistency and a asympototic representation of the estimator proposed are also given, respectively. Moreover the asympototic representation is used to show that \hatf_n(t) converges in mean square to ft) with rate O(n-2α), where 0<α<1/4. Key words and phrase.Kernel Estimator; Censored Data; Uniformyl strong consistency; Convergence Bate; Arympototic Representation; Convergence In Mean Square.

     

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