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Nonparametric density estimation over its unknown support for right censored data

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  • Efromovich, Sam

Abstract

The long-standing problem of nonparametric density estimation of the lifetime of interest over its unknown support, when only right-censored observations are available, is considered. Two cases, when the support of the lifetime of interest is a proper subset of the support of censoring variable and when the supports are the same, are explored. An orthogonal series density estimation, over a random interval defined by a specially chosen sequence of order statistics, is proposed and rates of the mean integrated squared error convergence are evaluated.

Suggested Citation

  • Efromovich, Sam, 2024. "Nonparametric density estimation over its unknown support for right censored data," Statistics & Probability Letters, Elsevier, vol. 209(C).
    • Handle: RePEc:eee:stapro:v:209:y:2024:i:c:s0167715224000531
    DOI: 10.1016/j.spl.2024.110084
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    References listed on IDEAS

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    1. E. Brunel & F. Comte & A. Guilloux, 2009. "Nonparametric density estimation in presence of bias and censoring," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(1), pages 166-194, May.
    2. Efromovich, Sam, 2019. "On sharp nonparametric estimation of differentiable functions," Statistics & Probability Letters, Elsevier, vol. 152(C), pages 9-14.
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