Conditional quantile estimation with truncated, censored and dependent data

被引：0

作者：

Hanying Liang

Deli Li

Tianxuan Miao

机构：

[1] Tongji University,Department of Mathematics

[2] Lakehead University,Department of Mathematical Sciences

来源：

Chinese Annals of Mathematics, Series B | 2015年 / 36卷

关键词：

Berry-Esseen-type bound; Conditional quantile estimator; Strong representation; Truncated and censored data; α-mixing; 62N02; 62G20;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper deals with the conditional quantile estimation based on left-truncated and right-censored data. Assuming that the observations with multivariate covariates form a stationary α-mixing sequence, the authors derive the strong convergence with rate, strong representation as well as asymptotic normality of the conditional quantile estimator. Also, a Berry-Esseen-type bound for the estimator is established. In addition, the finite sample behavior of the estimator is investigated via simulations.

引用

页码：969 / 990

页数：21

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