The nearest neighbor (n.n.) and its related methods are widely used in density and hazard function estimations. Even though the asymptotic normality of the n.n. density estimate is well known (see [1]), similar result...The nearest neighbor (n.n.) and its related methods are widely used in density and hazard function estimations. Even though the asymptotic normality of the n.n. density estimate is well known (see [1]), similar results for the n.n. hazard estimate have not been shown in the literature. In this paper, we develop a different approach to deal with the n.n. type estimator. For a mixed censorship-truneation model, we show that, under mild conditions, the n. n. estimate can be approximated by an estimate formed with a proper fixed bandwidth sequence and derive the asymptotic normality as a consequence.展开更多
文摘The nearest neighbor (n.n.) and its related methods are widely used in density and hazard function estimations. Even though the asymptotic normality of the n.n. density estimate is well known (see [1]), similar results for the n.n. hazard estimate have not been shown in the literature. In this paper, we develop a different approach to deal with the n.n. type estimator. For a mixed censorship-truneation model, we show that, under mild conditions, the n. n. estimate can be approximated by an estimate formed with a proper fixed bandwidth sequence and derive the asymptotic normality as a consequence.
