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.
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页码：1 / 20
页数：20
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