Asymptotic normality of conditional density estimation with left-truncated and dependent data

DOI10.1007/S00362-014-0635-1zbMATH Open1368.62087OpenAlexW1999304435MaRDI QIDQ259648FDOQ259648

Authors: Han-Ying Liang, Jong-Il Baek 

Publication date: 18 March 2016

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-014-0635-1

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zbMATH Keywords

asymptotic normality\(\alpha\)-mixingtruncated dataconditional densityNadaraya-Watson type and local linear estimators

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02)

Cites Work

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• Empirical likelihood for density-weighted average derivatives
• Asymptotic properties of the kernel estimator of the conditional mode for the left truncated model

Cited In (30)

• Kernel estimation of conditional density with truncated, censored and dependent data
• Asymptotic normality in conditional wavelet density with left-truncated \(\alpha \)-mixing observations
• Universal asymptotic normality for conditionally trimmed sums
• Non parametric estimation of the conditional density function with right-censored and dependent data
• Single-index quantile regression with left truncated data
• Asymptotic normality of the local linear estimation of the conditional density for functional time-series data
• Weighted nonparametric regression estimation with truncated and dependent data
• Weighted quantile regression and testing for varying-coefficient models with randomly truncated data
• A weighted estimator of conditional hazard rate with left-truncated and dependent data
• Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
• Weak convergence for weighted sums of negatively associated random variables and its application in nonparametric regression models
• Regression estimation by local polynomial fitting for multivariate data streams
• Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
• The estimation for the general additive-multiplicative hazard model using the length-biased survival data
• Local polynomial estimation of a conditional mean function with dependent truncated data
• CLT for integrated square error of density estimators with censoring indicators missing at random
• Wavelet estimation of conditional density with truncated, censored and dependent data
• The \(k\)th power expectile regression
• Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations
• COMPLETE MOMENT CONVERGENCE FOR ARRAYS OF ROWWISE NEGATIVELY ASSOCIATED RANDOM VARIABLES AND ITS APPLICATION IN NON-PARAMETRIC REGRESSION MODEL
• Complete moment convergence for m-END random variables with application to non-parametric regression models
• Variable selection and weighted composite quantile estimation of regression parameters with left-truncated data
• Complete and complete moment convergence for randomly weighted sums ofρ*-mixing random variables and its applications
• Empirical likelihood for conditional density under left truncation and \(\alpha \)-mixing condition
• Complete moment convergence for double-indexed randomly weighted sums and its applications
• Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile
• Weak consistency for the nonparametric kernel regression estimator based on negatively associated random errors
• Quantile regression and variable selection for partially linear model with randomly truncated data
• Bayesian estimation of a lifetime distribution under double truncation caused by time-restricted data collection
• Asymptotic normality of conditional density estimation under truncated, censored and dependent data

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