Asymptotic normality of conditional density estimation with left-truncated and dependent data

被引：21

作者：

Liang, Han-Ying ^{[1
]}

Baek, Jong-Il ^{[2
,3
]}

机构：

[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China

[2] Wonkwang Univ, Sch Math & Informat Stat, Iksan 570749, South Korea

[3] Wonkwang Univ, Inst Basic Nat Sci, Iksan 570749, South Korea

来源：

STATISTICAL PAPERS | 2016年 / 57卷 / 01期

基金：

中国国家自然科学基金;

关键词：

Asymptotic normality; Nadaraya-Watson type and local linear estimators; Conditional density; Truncated data; alpha-mixing; CONVERGENCE;

D O I：

10.1007/s00362-014-0635-1

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：

Based on the idea of the local polynomial smoother, we construct the Nadaraya-Watson type and local linear estimators of conditional density function for a left-truncation model. Asymptotic normality of the estimators is established under the lifetime observations are assumed to be a sequence of stationary alpha-mixing random variables. Finite sample behavior of the estimators is investigated via simulations too.

引用

页码：1 / 20

页数：20

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