Efficient estimation of analytic density under random censorship
Belitser, Eduard
Bernoulli, Tome 4 (1998) no. 1, p. 519-543 / Harvested from Project Euclid
The nonparametric minimax estimation of an analytic density at a given point, under random censorship, is considered. Although the problem of estimating density is known to be irregular in a certain sense, we make some connections relating this problem to the problem of estimating smooth functionals. Under condition that the censoring is not too severe, we establish the exact limiting behaviour of the local minimax risk and propose the efficient (locally asymptotically minimax) estimator - an integral of some kernel with respect to the Kaplan-Meier estimator.
Publié le : 1998-12-14
Classification:  asymptotic local minimax risk,  density estimation,  Kaplan-Meier estimator,  kernel,  random censorship
@article{1173883819,
     author = {Belitser, Eduard},
     title = {Efficient estimation of analytic density under random censorship},
     journal = {Bernoulli},
     volume = {4},
     number = {1},
     year = {1998},
     pages = { 519-543},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1173883819}
}
Belitser, Eduard. Efficient estimation of analytic density under random censorship. Bernoulli, Tome 4 (1998) no. 1, pp.  519-543. http://gdmltest.u-ga.fr/item/1173883819/