Relative density estimation and local bandwidth selection for censored data

Abstract

This paper is concerned with local bandwidth selection for a kernel-type estimator of the relative density (or grade density) when the samples come from two populations under a right random censorship mechanism. A two-stage smoothed plug-in local bandwidth selector with a beta reference is proposed. This estimation procedure is used to analyze the lifetime density in a two-sample problem related to breast cancer. A simulation study is carried out to examine the practical performance of the bandwidth selector.