Strong consistency for delta sequence ratios
Date
2009-01-13T07:57:09Z
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Abstract
Almost sure convergence for ratios of delta functions establishes global and local
strong consistency for a variety of estimates and data generations. For instance, the empirical probability function from independent identically distributed random vectors, the empirical distribution for univariate independent identically distributed observations, and the kernel
hazard rate estimate for right-censored and left-truncated data are covered. The convergence rates derive from the Bennett-Hoeffding inequality.
62G05,62G20, 62N02, 60G57, 60G50
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Keywords
Empirical process, Hazard rate, Kernel smoothing, Left-truncation, Right-censoring