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随机删失下概率密度核估计的光滑Bootstrap逼近
THE SMOOTHED BOOTSTRAP APPROXIMATION FOR THE KERNEL ESTIMATOR OF PROBABILITY DENSITY UNDER RANDOM CENSORSHIP
【摘要】 本文研究随机删失概率密度估计的光滑bootstrap逼近.给出了光滑bootstrap逼近成立的充分条件,并证明了概率密度的光滑bootstrap估计方差几乎处处收敛到概率密度核估计的渐近方差.
【Abstract】 This paper investigates the smoothed bootstrap approximation for the kernel estimator fn(t) of probability density. The sufficient conditions for the smoothed bootstrap approximation to be valid is established. Moreover, it is shown that the variance of the smoothed bootstrap estimator f(t) converges to the asympototic variance of fn(t) almost surely.
【关键词】 随机删失;
核密度估计;
光滑bootstrap;
【Key words】 Random censorship; kernel density estimator; smoothed bootstrap;
【Key words】 Random censorship; kernel density estimator; smoothed bootstrap;
【基金】 中国博士后基金
- 【文献出处】 应用数学学报 ,ACTA MATHEMATICAE APPLICATAE SINICA , 编辑部邮箱 ,1997年03期
- 【分类号】O211
- 【被引频次】4
- 【下载频次】117