Abstract
The problem of the nonparametric minimax estimation of an infinitely smooth density at a given point, under random censorship, is considered. We establish the exact asymptotics of the local minimax risk and propose the efficient kernel-type estimator based on the well known Kaplan-Meier estimator.
Key words and phrases: Efficient estimator, local minimax risk, Kaplan-Meier estimator, kernel, random censorship.
Original language | English |
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Pages (from-to) | 289-306 |
Number of pages | 18 |
Journal | Annals of the Institute of Statistical Mathematics |
Volume | 53 |
Issue number | 2 |
DOIs | |
Publication status | Published - 2001 |