Nonparametric Recursive Kernel Type Eestimators for the Moment Generating Function Under Censored Data
Abstract
We are mainly concerned with kernel-type estimators for the moment-generating function in the present paper. More precisely, we establish the central limit theorem with the characterization of the bias and the variance for the nonparametric recursive kernel-type estimators for the moment-generating function under some mild conditions in the censored data setting. Finally, we investigate the methodology’s performance for small samples through a short simulation study.References
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