On moment-density estimation in some biased models
Robert M. Mnatsakanov, Frits H. Ruymgaart
Source: Javier Rojo, ed., Optimality: The Second Erich L. Lehmann Symposium (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2006) , 322-333.
Abstract
This paper concerns estimating a probability density function $f$ based on iid observations from $g(x) = W^{-1} \, w(x) \, f(x) $, where the weight function $w$ and the total weight $W = \int \, w(x) \, f(x) \, d x $ may not be known. The length-biased and excess life distribution models are considered. The asymptotic normality and the rate of convergence in mean squared error (MSE) of the estimators are studied.
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Primary Subjects: 62G05, 62E99
Secondary Subjects: 62G20
Keywords: moment-density estimator; weighted distribution; excess life distribution; renewal process; mean squared error; asymptotic normality
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.lnms/1196283969
Digital Object Identifier: doi:10.1214/074921706000000536
Institute of Mathematical Statistics Lecture Notes - Monograph Series
