Asymptotic properties of a conditional quantile estimator with randomly truncated data

被引：22

作者：

Lemdani, Mohamed ^{[1
]}

Ould-Said, Elias ^{[2
]}

Poulin, Nicolas ^{[2
]}

机构：

[1] Univ Lille 2, Fac Pharm, Lab Biomath, F-59006 Lille, France

[2] Univ Littoral Cote dOpale, LMPAJ Liouville, F-62228 Calais, France

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2009年 / 100卷 / 03期

关键词：

Asymptotic normality; Consistency; Kernel; Quantile function; Truncated data; NONPARAMETRIC-ESTIMATION; KERNEL; REPRESENTATIONS; CONSISTENCY; RATES;

D O I：

10.1016/j.jmva.2008.06.004

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Let y be a response variable that is subject to left-truncation by a variable t. We consider the problem of estimating its conditional quantile function given a vector of covariates x. We derive almost sure (a.s.) consistency and asymptotic normality results for a kernel estimate of the conditional quantile function. Simulations are drawn to illustrate the results for finite samples. (c) 2008 Elsevier Inc. All rights reserved.

引用

页码：546 / 559

页数：14

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