Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations

被引：0
|
作者：
Han-Ying Liang
Jacobo de Uña-Álvarez
机构：
[1] Tongji University,Department of Mathematics
[2] Universidad de Vigo,Department of Statistics and OR, Facultad de Ciencias Económicas y Empresariales
来源：
Metrika | 2010年 / 72卷
关键词：
Asymptotic normality; Truncated data; α-mixing sequence; Conditional mode;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
In this paper, we establish asymptotic normality of a new kernel estimator of the conditional mode function introduced by Ould-Saïd and Tatachak (C R Acad Sci Paris Ser I 344:651–656, 2007) for the left-truncation model when the data exhibit some kind of dependence. It is assumed that the lifetime observations with multivariate covariates form a stationary α-mixing sequence.
引用
收藏
页码：1 / 19
页数：18
相关论文
共 50 条
  • [21] Empirical likelihood of conditional quantile difference with left-truncated and dependent data
    Kong, Cui-Juan
    Liang, Han-Ying
    JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2020, 49 (04) : 1106 - 1130
  • [22] Conditional quantile estimation with auxiliary information for left-truncated and dependent data
    Liang, Han-Ying
    de Una-Alvarez, Jacobo
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2011, 141 (11) : 3475 - 3488
  • [23] Asymptotic normality of the Hill estimator for truncated data
    Chakrabarty, Arijit
    ELECTRONIC JOURNAL OF PROBABILITY, 2011, 16 : 2039 - 2058
  • [24] Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation
    Said, Elias Ould
    Yahia, Djabrane
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2011, 40 (14) : 2605 - 2627
  • [25] Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
    Han-Ying Liang
    Jacobo de Uña-Álvarez
    María del Carmen Iglesias-Pérez
    TEST, 2012, 21 : 790 - 810
  • [26] Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
    Liang, Han-Ying
    de Una-Alvarez, Jacobo
    del Carmen Iglesias-Perez, Maria
    TEST, 2012, 21 (04) : 790 - 810
  • [27] Asymptotic normality of conditional mode estimation for functional dependent data
    Oussama Bouanani
    Saâdia Rahmani
    Ali Laksaci
    Mustapha Rachdi
    Indian Journal of Pure and Applied Mathematics, 2020, 51 : 465 - 481
  • [28] ASYMPTOTIC NORMALITY OF CONDITIONAL MODE ESTIMATION FOR FUNCTIONAL DEPENDENT DATA
    Bouanani, Oussama
    Rahmani, Saadia
    Laksaci, Ali
    Rachdi, Mustapha
    INDIAN JOURNAL OF PURE & APPLIED MATHEMATICS, 2020, 51 (02): : 465 - 481
  • [29] NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS
    Niu, Si-Li
    Liang, Han-Ying
    INTERNATIONAL JOURNAL OF WAVELETS MULTIRESOLUTION AND INFORMATION PROCESSING, 2011, 9 (06) : 989 - 1023
  • [30] Asymptotic properties of conditional quantile estimator for censored dependent observations
    Liang, Han-Ying
    de Una-Alvarez, Jacobo
    ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2011, 63 (02) : 267 - 289
12345