2011
DOI: 10.1155/2011/937574
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Gamma Kernel Estimators for Density and Hazard Rate of Right-Censored Data

Abstract: The nonparametric estimation for the density and hazard rate functions for right-censored data using the kernel smoothing techniques is considered. The "classical" fixed symmetric kernel type estimator of these functions performs well in the interior region, but it suffers from the problem of bias in the boundary region. Here, we propose new estimators based on the gamma kernels for the density and the hazard rate functions. The estimators are free of bias and achieve the optimal rate of convergence in terms o… Show more

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Cited by 18 publications
(15 citation statements)
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“…As shown in many studies (Schuster, 1985;Marron and Ruppert, 1994;Chen, 2000;Bouezmarni et al, 2011), since the normal KDE is symmetric, it could have a significant boundary bias for bounded data as, for example the ECV SM, which can only take values on the interval (0, 1), i.e. f(x) = 0 for x / ∈ (0, 1).…”
Section: The Empirical Standardized Soil Moisture Indexmentioning
confidence: 99%
See 1 more Smart Citation
“…As shown in many studies (Schuster, 1985;Marron and Ruppert, 1994;Chen, 2000;Bouezmarni et al, 2011), since the normal KDE is symmetric, it could have a significant boundary bias for bounded data as, for example the ECV SM, which can only take values on the interval (0, 1), i.e. f(x) = 0 for x / ∈ (0, 1).…”
Section: The Empirical Standardized Soil Moisture Indexmentioning
confidence: 99%
“…(1) it avoids having to assume the existence of representative parametric distributions (Farahmand and AghaKouchak, 2015); (2) it avoids the bias problems associated with relatively small sample data sets (Sienz et al, 2012); (3) it allows for boundary bias correction of statistical data distributions supported on a finite interval (Bouezmarni et al, 2011). The ESSMI standardizes the observed soil moisture at a particular location during a period of time (e.g.…”
Section: Introductionmentioning
confidence: 99%
“…We use Kernel Density Estimate to calculate the PDFs on the empirical data. Mathematically, a kernel is a positive function K(x; h) controlled by the bandwidth parameter h [23]. With this kernel function, the density estimate to a point x within a group of points x i ; i = 1...N is defined as:…”
Section: Definition 3 (Activity Sequence) An Activity Sequence Is Timentioning
confidence: 99%
“…Liang et al ([4], 2005) obtained the optimal convergence rates of the nonlinear wavelet estimators of the hazard rate function when the survival times form a stationary strong mixing sequence. Bouezmarni et al ([5], 2011) proposed new estimators based on the gamma kernels for density and hazard rate functions which are free of bias, and achieved the optimal rate of convergence in terms of integrated mean squared error, and so on.…”
Section: Introductionmentioning
confidence: 99%