Comparison of presmoothing methods in kernel density estimation under censoring

摘要

The behavior of the presmoothed density estimator is studied when different ways to estimate the conditional probability of uncensoring are used. The Nadaraya–Watson, local linear and local logistic approach are compared via simulations with the classical Kaplan–Meier estimator. While the local logistic presmoothing estimator presents the best performance, the relative benefits of the local linear versus the Nadaraya–Watson estimator depend very much on the shape of some underlying functions.