AISM 53, 289-306
© 2001 ISM
(Received February 9, 1998; revised September 28, 1999)
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.
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