Kernel estimation of conditional density with truncated, censored and dependent data
DOI10.1016/J.JMVA.2013.05.009zbMATH Open1293.62087OpenAlexW4206240886MaRDI QIDQ391797FDOQ391797
Authors: Han-Ying Liang, Ai-Ai Liu
Publication date: 13 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2013.05.009
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asymptotic normality\(\alpha\)-mixinguniform convergenceconditional densityBerry-Esseen type boundtruncated and censored
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02)
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Cited In (25)
- 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
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
- A central limit theorem in non-parametric regression with truncated, censored and dependent data
- Kernel estimation of higher derivatives of density and hazard rate function for truncated and censored dependent data
- Bayesian MISE convergence rates of Polya urn based density estimators: asymptotic comparisons and choice of prior parameters
- Title not available (Why is that?)
- Local polynomial double-smoothing estimation of a conditional distribution function with dependent and left-truncated data
- Asymptotic properties of conditional distribution estimator with truncated, censored and dependent 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
- Estimation of conditional mode with truncated, censored, and dependent data
- Wavelet estimation in varying coefficient models for censored 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
- Asymptotic normality of conditional density estimation under truncated, censored and dependent data
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