Asymptotic Behaviors of Nearest Neighbor Kernel Density Estimator in Left-truncated Data

نویسندگان

1 Department of Statistics, Faculty of Mathematical Sciences, Ferdowsi University of Mashhad, Mashhad, Islamic Republic of Iran

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چکیده

Kernel density estimators are the basic tools for density estimation in non-parametric statistics.  The k-nearest neighbor kernel estimators represent a special form of kernel density estimators, in  which  the  bandwidth  is varied depending on the location of the sample points. In this paper‎, we  initially introduce the k-nearest neighbor kernel density estimator in the random left-truncation model,  ‎ and then  prove some of its asymptotic behaviors, such as strong uniform consistency and asymptotic normality.  ‎In particular‎, ‎we show that the proposed estimator has truncation-free variance‎. ‎Simulations are presented to illustrate the results and show how the estimator behaves for finite samples‎. Moreover, the proposed estimator is used to estimate  the density function of a real data set.