On moment-density estimation in some biased models

Robert M. Mnatsakanov; Frits H. Ruymgaart

doi:10.1214/074921706000000536

On moment-density estimation in some biased models

Statistics Theory 2007-06-13 v1 Statistics Theory

Authors: Robert M. Mnatsakanov , Frits H. Ruymgaart

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Abstract

This paper concerns estimating a probability density function $f$ based on iid observations from $g(x)=W^{-1} w(x) f(x)$ , where the weight function $w$ and the total weight $W=\int w(x) f(x) dx$ may not be known. The length-biased and excess life distribution models are considered. The asymptotic normality and the rate of convergence in mean squared error (MSE) of the estimators are studied.

Keywords

density estimation maximum likelihood estimation statistical inference

Cite

@article{arxiv.math/0611190,
  title  = {On moment-density estimation in some biased models},
  author = {Robert M. Mnatsakanov and Frits H. Ruymgaart},
  journal= {arXiv preprint arXiv:math/0611190},
  year   = {2007}
}

Comments

Published at http://dx.doi.org/10.1214/074921706000000536 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org)

On moment-density estimation in some biased models

Abstract

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