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	Asymptotic properties of plug-in level set estimators for right censored data
	WANG YangFeng ; YANG Ying ; WANG YangFeng ; YANG Ying
	2016-03-30 ; 2016-03-30
关键词	level set asymptotic normality highest density region convergence rate right censored data O212.1
其他题名	Asymptotic properties of plug-in level set estimators for right censored data
中文摘要	We assume T1,...,Tn are i.i.d.data sampled from distribution function F with density function f and C1,...,Cn are i.i.d.data sampled from distribution function G.Observed data consists of pairs(Xi,δi),i=1,...,n,where Xi=min{Ti,Ci},δi=I(Ti Ci),I(A)denotes the indicator function of the set A.Based on the right censored data{Xi,δi},i=1,...,n,we consider the problem of estimating the level set{f c}of an unknown one-dimensional density function f and study the asymptotic behavior of the plug-in level set estimators.Under some regularity conditions,we establish the asymptotic normality and the exact convergence rate of theλg-measure of the symmetric difference between the level set{f c}and its plug-in estimator{fn c},where f is the density function of F,and fn is a kernel-type density estimator of f.Simulation studies demonstrate that the proposed method is feasible.Illustration with a real data example is also provided.; We assume T1,...,Tn are i.i.d. data sampled from distribution function F with density function f and C1,...,Cn are i.i.d. data sampled from distribution function G. Observed data consists of pairs(Xi,δi),i = 1,...,n,where Xi = min{Ti,Ci},δi = I(Ti Ci),I(A) denotes the indicator function of the set A. Based on the right censored data {Xi,δi},i = 1,...,n,we consider the problem of estimating the level set {f c}of an unknown one-dimensional density function f and study the asymptotic behavior of the plug-in level set estimators. Under some regularity conditions,we establish the asymptotic normality and the exact convergence rate of the λg-measure of the symmetric difference between the level set {f c} and its plug-in estimator{fn c},where f is the density function of F,and fn is a kernel-type density estimator of f. Simulation studies demonstrate that the proposed method is feasible. Illustration with a real data example is also provided.
语种	英语 ; 英语
内容类型	期刊论文
源URL	[http://ir.lib.tsinghua.edu.cn/ir/item.do?handle=123456789/145982]
专题	清华大学
推荐引用方式 GB/T 7714	WANG YangFeng,YANG Ying,WANG YangFeng,et al. Asymptotic properties of plug-in level set estimators for right censored data[J],2016, 2016.
APA	WANG YangFeng,YANG Ying,WANG YangFeng,&YANG Ying.(2016).Asymptotic properties of plug-in level set estimators for right censored data..
MLA	WANG YangFeng,et al."Asymptotic properties of plug-in level set estimators for right censored data".(2016).

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