| Autor: |
Lopuhaä, Hendrik P., Musta, Eni |
| Rok vydání: |
2015 |
| Předmět: |
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| Druh dokumentu: |
Working Paper |
| Popis: |
We consider kernel smoothed Grenander-type estimators for a monotone hazard rate and a monotone density in the presence of randomly right censored data. We show that they converge at rate $n^{2/5}$ and that the limit distribution at a fixed point is Gaussian with explicitly given mean and variance. It is well-known that standard kernel smoothing leads to inconsistency problems at the boundary points. It turns out that, also by using a boundary correction, we can only establish uniform consistency on intervals that stay away from the end point of the support (though we can go arbitrarily close to the right boundary). |
| Databáze: |
arXiv |
| Externí odkaz: |
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