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On moment-density estimation in some biased models

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.

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Robert M. Mnatsakanov, Frits H. Ruymgaart. 2006-11-07. On moment-density estimation in some biased models. https://doi.org/10.1214/074921706000000536

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