A kernel mode estimate under random left truncation and time series model: asymptotic normality

DOI10.1007/S00362-014-0613-7MaRDI QIDQ2516630zbMATHOpenAlexFDO

Authors Ouafae Benrabah, Abdelkader Tatachak, Elias Ould Saïd

Publication date 3 August 2015

Published in Statistical Papers (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00362-014-0613-7

zbMATH Keywords

asymptotic normalityconvergence in distributionLynden-Bell estimatorstrong mixing conditiontime series modelkernel mode estimatorrandom left-truncation model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic properties of nonparametric inference (62G20) Central limit and other weak theorems (60F05)

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Cited in

(9)

• On the nonparametric estimation of the simple mode under random left-truncation model
• Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection
• Kernel conditional density and mode estimation for psi-weakly dependent observations
• Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data
• Asymptotic normality of kernel mode estimators under left-truncated and stationary \(\alpha\)-mixing sequences
• Some asymptotic properties of kernel regression estimators of the mode for stationary and ergodic continuous time processes
• Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
• Asymptotic normality of kernel estimators of the conditional mode under strong mixing hypothesis
• Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation

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