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DTIC ADA163388: On Density Estimation from Censored Data by Penaliz... |
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by Defense Technical Information Center |
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Estimators for the probability density function, |
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cumulative distribution function, and hazard function are |
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proposed in the random censorship setting. The estimators |
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are derived from the Kaplan-Meier product limit estimator |
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by maximum penalized likelihood methods. The authors |
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establish the existence and uniqueness of the estimates, |
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which are exponential splines with knots at the |
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uncensored observations, and provide an efficient |
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algorithm for their numerical evaluation. They prove the |
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consistency, in probability and almost surely, of the |
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density estimates in the Hellinger distance, the L sub p |
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norms for p =1, 2, infinity, and the Sobolev norm. The |
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corresponding hazard rate estimator converges uniformly |
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on bounded intervals. (Author) |
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Date Published: 2018-02-05 11:46:55 |
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Identifier: DTIC_ADA163388 |
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Item Size: 17217870 |
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Language: english |
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Media Type: texts |
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# Topics |
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DTIC Archive; Klonias,V K ; JOHNS HO... |
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