Kernel estimation of conditional density with truncated, censored and dependent data
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Cites work
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- scientific article; zbMATH DE number 741240 (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 generalized product-limit estimator for truncated data
- Asymptotic properties of a generalized kaplan-meier estimator with some applications
- Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
- Asymptotic properties of the kernel estimator of the conditional mode for the left truncated model
- Bandwidth selection for kernel conditional density estimation.
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
- Conditional Minimum Volume Predictive Regions for Stochastic Processes
- Conditions for linear processes to be strong-mixing
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Estimation of the density and the regression function under mixing conditions.
- Mixing: Properties and examples
- Modification of the Greenwood Formula for Correlated Response Times
- Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
- Nonparametric quantile estimation with correlated failure time data
- Nonparametric regression estimation for dependent functional data: asymptotic normality
- 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
- Strong representation of a generalized product-limit estimator for truncated and censored data with some applications
- Strong uniform consistency of nonparametric estimation of the censored conditional mode function
- The accuracy of the normal approximation for minimum contrast estimates
- Uniform asymptotic normality of the regression weighted estimator for strong mixing samples
- Weak convergence for weighted empirical processes of dependent sequences
Cited in
(25)- Asymptotic normality of conditional density estimation under truncated, censored and dependent data
- Kernel estimation of the conditional density under a censorship model
- Asymptotic normality of conditional density estimation with left-truncated and dependent data
- Some asymptotic results of kernel density estimators under random left-truncation and dependent data
- Single-index quantile regression with left truncated data
- Adaptive recursive kernel conditional density estimators under censoring data
- Density estimators for truncated dependent data
- Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
- Kernel estimation of higher derivatives of density and hazard rate function for truncated and censored dependent data
- A central limit theorem in non-parametric regression with truncated, censored and dependent data
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
- Bayesian MISE convergence rates of Polya urn based density estimators: asymptotic comparisons and choice of prior parameters
- scientific article; zbMATH DE number 1536437 (Why is no real title available?)
- Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
- Local polynomial double-smoothing estimation of a conditional distribution function with dependent and left-truncated data
- Conditional kernel density estimation for some incomplete data models
- CLT for integrated square error of density estimators with censoring indicators missing at random
- Conditional quantile estimation with truncated, censored and dependent data
- Berry-Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions
- Weighted estimation of conditional mean function with truncated, censored and dependent data
- Wavelet estimation in varying coefficient models for censored dependent data
- Estimation of conditional mode with truncated, censored, and dependent data
- Asymptotic behavior of a kernel conditional mode estimator for left truncated and right censored data
- Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
- Quantile regression and variable selection for partially linear model with randomly truncated data
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