Approximation rates of the error distribution of wavelet estimators of a density function under censorship

In this paper, a wavelet estimator and a random weighted estimator of a probability density function are constructed under right censored data. The normal approximation rates and random weighting approximation rates of the error distribution of wavelet estimators are obtained under suitable conditions. To illustrate the application of the technique, the confidence interval of f(x) is constructed by the results in this paper, and the simulation calculation is studied by the artificially generated data and “real world” data set.