Strong consistency for delta sequence ratios

Thumbnail Image

Date

2009-01-13T07:57:09Z

Journal Title

Journal ISSN

Volume Title

Publisher

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

Description

Table of contents

Keywords

Empirical process, Hazard rate, Kernel smoothing, Left-truncation, Right-censoring

Citation