Université Paris 6
Pierre et Marie Curie | Université Paris 7
Denis Diderot | |

CNRS U.M.R. 7599
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``Probabilités et Modèles Aléatoires''
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**Auteur(s): **

**Code(s) de Classification MSC:**

- 62G05 Estimation
- 62G07 Curve estimation (nonparametric regression, density estimation, etc.)

**Résumé:** Our purpose in this paper is to build some very simple piecewise constant estimators for
interval censoring cases I and II and to derive some of their properties, in particular some
nonasymptotic risk bounds. Such risk bounds, although less precise than the asymptotic
ones which are known to hold for the maximum likelihood estimator, are easier to
derive and require less stringent assumptions. One can in particular easily consider the
problem of a deterministic design of the observation times.

**Mots Clés:** *Nonparametric estimation ; cumulative distribution function ; interval censoring*

**Date:** 1999-09-21

**Prépublication numéro:** *PMA-528*

**Postscript compressed file (gzip) :
PMA-528.ps.gz
**