On moment-density estimation in some biased models

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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.
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)

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Statistics Theory, 62G05 (Primary) 62G20 (Secondary)

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http://salesiana.dossiersoluciones.com/handle/123456789/131227

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0611190
 http://arxiv.org/abs/math/0611190
 IMS Lecture Notes--Monograph Series 2006, Vol. 49, 322-333
 doi:10.1214/074921706000000536

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