Abstract:
We consider the experiment given by n i.i.d. observations having unknown density f analytic on the whole complex plane. One can observe only such observations which belong to a given interval [a,b]. We study how the sensoring effects the behavior of risk functions when n→∞.
Citation:
I. A. Ibragimov, “Estimation of analytic densities based on censored data”, Probability and statistics. Part 7, Zap. Nauchn. Sem. POMI, 311, POMI, St. Petersburg, 2004, 147–160; J. Math. Sci. (N. Y.), 133:3 (2006), 1290–1297
\Bibitem{Ibr04}
\by I.~A.~Ibragimov
\paper Estimation of analytic densities based on censored data
\inbook Probability and statistics. Part~7
\serial Zap. Nauchn. Sem. POMI
\yr 2004
\vol 311
\pages 147--160
\publ POMI
\publaddr St.~Petersburg
\mathnet{http://mi.mathnet.ru/znsl793}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2092205}
\zmath{https://zbmath.org/?q=an:1085.62040}
\elib{https://elibrary.ru/item.asp?id=9129764}
\transl
\jour J. Math. Sci. (N. Y.)
\yr 2006
\vol 133
\issue 3
\pages 1290--1297
\crossref{https://doi.org/10.1007/s10958-006-0038-5}
Linking options:
https://www.mathnet.ru/eng/znsl793
https://www.mathnet.ru/eng/znsl/v311/p147
This publication is cited in the following 4 articles:
A. A. Borovkov, Al. V. Bulinski, A. M. Vershik, D. Zaporozhets, A. S. Holevo, A. N. Shiryaev, “Ildar Abdullovich Ibragimov (on his ninetieth birthday)”, Russian Math. Surveys, 78:3 (2023), 573–583
I. A. Ibragimov, “On the estimation of the intensity density function of Poisson random field outside of the observation region”, J. Math. Sci. (N. Y.), 214:4 (2016), 484–492
Ibragimov I.A., “On the estimation of an analytic spectral density outside of the observation band”, Topics in Stochastic Analysis and Nonparametric Estimation, 2008, 85–103
I. A. Ibragimov, “On censored sample estimation of a multivariate analytic probability density”, Theory Probab. Appl., 51:1 (2007), 142–154
Citation in format AMSBIB
Contact us: