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A Berry-Esseen type bound in kernel density estimation for strong mixing censored samples. (English) Zbl 1159.62019
Summary: We discuss the estimation of a density function based on censored data by the kernel smoothing method when the survival and the censoring times form a stationary $\alpha$-mixing sequence. A Berry-Esseen type bound is derived for the kernel density estimator at a fixed point $x$. For practical purposes, a randomly weighted estimator of the density function is also constructed and investigated.
##### MSC:
 62G07 Density estimation 62G20 Nonparametric asymptotic efficiency 62N01 Censored data models 62N02 Estimation (survival analysis)