Shirazi, Esmaeel and Chaubey, Yogendra P. and Doosti, Hassan and Nirumand, Hossein A. (2011) Wavelet Based Estimation for the Derivative of a Density by Block Thresholding under Random Censorship. Journal of Korean Statistical Society, 41 (2). pp. 199-211. ISSN 1226-3192
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Official URL: http://www.sciencedirect.com/science/article/pii/S...
We consider wavelet based method for estimating derivatives of a density via block thresholding when the data obtained are randomly right censored. The proposed method is analogous to that of Hall and Patil (1995) for density estimation in the complete data case that has been extended recently by Li (2003, 2008). We find bounds for the $L_2$-loss over a large range of Besov function classes for the resulting estimators. The results of Hall and Patil (1995), Prakasa Rao (1996) and Li (2003, 2008) are obtained as special cases and the performance of proposed estimator is investigated by numerical study.
|Divisions:||Concordia University > Faculty of Arts and Science > Mathematics and Statistics|
|Authors:||Shirazi, Esmaeel and Chaubey, Yogendra P. and Doosti, Hassan and Nirumand, Hossein A.|
|Journal or Publication:||Journal of Korean Statistical Society|
|Date:||19 August 2011|
|Keywords:||Adaptive estimation, Block thresholding, Censored data, Nonparametric estimator of derivative of a density, Rates of convergence|
|Deposited By:||YOGENDRA CHAUBEY|
|Deposited On:||05 Apr 2012 13:46|
|Last Modified:||24 Aug 2016 21:27|
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