Title : ( Wavelet based estimation for the derivative of a density by block thresholding under random censorship )
Authors: Esmaeel Shirazi , Y. P. Chaubey , H. Doosti , Hossein Ali Niroumand ,
Full TextAbstract
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 L2-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 the proposed estimator is investigated by a numerical study.
Keywords
Adaptive estimation Block thresholding Censored data Nonparametric estimator of derivative of a density Rates of convergence
@article{paperid:1030443,
author = {Shirazi, Esmaeel and Y. P. Chaubey and H. Doosti and Niroumand, Hossein Ali},
title = {Wavelet based estimation for the derivative of a density by block thresholding under random censorship},
journal = {Journal of the Korean Statistical Society},
year = {2012},
volume = {41},
number = {2},
month = {June},
issn = {1226-3192},
pages = {199--211},
numpages = {12},
keywords = {Adaptive estimation
Block thresholding
Censored data
Nonparametric estimator of derivative of a density
Rates of convergence},
}
%0 Journal Article
%T Wavelet based estimation for the derivative of a density by block thresholding under random censorship
%A Shirazi, Esmaeel
%A Y. P. Chaubey
%A H. Doosti
%A Niroumand, Hossein Ali
%J Journal of the Korean Statistical Society
%@ 1226-3192
%D 2012
