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Rates of mean square convergence of density and failure rate estimators under twice censoring

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  • Boukeloua, Mohamed

Abstract

We extend the mean square convergence of kernel estimators from the right censorship model to the twice censorship one. In our context, the variable of interest X is right censored by a variable R and min(X,R) is left censored.

Suggested Citation

  • Boukeloua, Mohamed, 2015. "Rates of mean square convergence of density and failure rate estimators under twice censoring," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 121-128.
    • Handle: RePEc:eee:stapro:v:106:y:2015:i:c:p:121-128
    DOI: 10.1016/j.spl.2015.07.017
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    References listed on IDEAS

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    1. Kitouni, Abderrahim & Boukeloua, Mohamed & Messaci, Fatiha, 2015. "Rate of strong consistency for nonparametric estimators based on twice censored data," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 255-261.
    2. Pao-sheng Shen, 2011. "Nonparametric estimators of the survival function with twice censored data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 63(6), pages 1207-1219, December.
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    Cited by:

    1. Aouicha, Lamia & Messaci, Fatiha, 2019. "Kernel estimation of the conditional density under a censorship model," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 173-180.

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