Kybernetika 61 no. 1, 1-17, 2025

Almost complete convergence of a recursive kernel estimator of the density with complete and censored independent data

Safia Leulmi, Sarra Leulmi, Kenza Assia Mezhoud and Soheir BelalouiDOI: 10.14736/kyb-2025-1-0001

Abstract:

In this paper, we firstly introduce a recursive kernel estimator of the density in the censored data case. Then, we establish its pointwise and uniform almost complete convergences, with rates, in both complete and censored independent data. Finally, we illustrate the accuracy of the proposed estimators throughout a simulation study.

Keywords:

rate of convergence, recursive kernel estimator, density, almost complete convergence, censored indepented data, right censored data

Classification:

62G20, 62N01, 62G05, 62G07

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