Asymptotic normality of conditional density estimation with left-truncated and dependent data
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Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- scientific article; zbMATH DE number 2135362 (Why is no real title available?)
- A crossvalidation method for estimating conditional densities
- A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
- Asymptotic properties of the kernel estimator of the conditional mode for the left truncated model
- Asymptotic properties of the product limit estimate under random truncation
- Conditions for linear processes to be strong-mixing
- Consistency of the kernel density estimator: a survey
- Empirical likelihood for density-weighted average derivatives
- Estimating a distribution function with truncated data
- Estimation of the density and the regression function under mixing conditions.
- Local polynomial estimation of a conditional mean function with dependent truncated data
- Mixing: Properties and examples
- Modification of the Greenwood Formula for Correlated Response Times
- Multivariate normal distribution approaches for dependently truncated data
- Nonparametric estimation of the derivatives of a density by the method of wavelet for mixing sequences
- On Conditional Density Estimation
- Semiparametric regression analysis for clustered failure time data
- Some Limit Theorems for Random Functions. I
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
Cited in
(35)- The estimation for the general additive-multiplicative hazard model using the length-biased survival data
- Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection
- Kernel estimation of conditional density with truncated, censored and dependent data
- Non parametric estimation of the conditional density function with right-censored and dependent data
- Wavelet estimation of conditional density with truncated, censored and dependent data
- Local polynomial double-smoothing estimation of a conditional distribution function with dependent and left-truncated data
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
- Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
- Asymptotic normality of the truncation probability estimator for truncated dependent data
- Complete moment convergence for double-indexed randomly weighted sums and its applications
- CLT for integrated square error of density estimators with censoring indicators missing at random
- Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data
- Quantile regression and variable selection for partially linear model with randomly truncated data
- Asymptotic normality of the nonparametric kernel estimation of the conditional hazard function for left-truncated and dependent data
- A central limit theorem in non-parametric regression with truncated, censored and dependent data
- Single-index quantile regression with left truncated data
- Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
- Asymptotic normality in conditional wavelet density with left-truncated \(\alpha \)-mixing observations
- Asymptotic normality of the local linear estimation of the conditional density for functional time-series data
- Empirical likelihood for conditional density under left truncation and \(\alpha \)-mixing condition
- Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
- Weighted nonparametric regression estimation with truncated and dependent data
- Regression estimation by local polynomial fitting for multivariate data streams
- Asymptotic normality of conditional density estimation under truncated, censored and dependent data
- Complete moment convergence for arrays of rowwise negatively associated random variables and its application in non-parametric regression model
- Local polynomial estimation of a conditional mean function with dependent truncated data
- Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models
- Asymptotic normality of conditional mode estimation for functional dependent data
- A weighted estimator of conditional hazard rate with left-truncated and dependent data
- Complete moment convergence for m-END random variables with application to non-parametric regression models
- Complete and complete moment convergence for randomly weighted sums of \(\rho^*\)-mixing random variables and its applications
- Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile
- Universal asymptotic normality for conditionally trimmed sums
- The \(k\)th power expectile regression
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