Department of Mathematics and Statistics at the Faculty of Science
Yogendra P. Chaubey
Department of Mathematics and Statistics
Concordia University, Montreal
This talk will highlight some recent development in the area of
nonparametric functional estimation with emphasis on nonparametric density
estimation for restricted support which is based on a well-known lemma
attributed to Hille, a good account of which is contained in Feller (1965,
An Introduction to Probability Theory and Applications, Vol. 2). Chaubey
and Sen (1996, Stat. & Dec.) adapted this lemma for estimation of the
survival function replacing u(x) by the empirical distribution function.
The resulting estimator also provides a natural smooth nonparametric density estimator. Different
aspects of this estimator including the selection of smoothing parameter
and a modification for length biased data are outlined.