Kernel estimation of conditional density with truncated, censored and dependent data
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Publication:391797
DOI10.1016/j.jmva.2013.05.009zbMath1293.62087OpenAlexW4206240886MaRDI QIDQ391797
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
asymptotic normalityuniform convergenceconditional density\(\alpha\)-mixingBerry-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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Asymptotic normality of conditional density estimation under truncated, censored and dependent data ⋮ Wavelet estimation in varying coefficient models for censored dependent data ⋮ Quantile regression and variable selection for partially linear model with randomly truncated data ⋮ CLT for integrated square error of density estimators with censoring indicators missing at random ⋮ Unnamed Item ⋮ Weighted quantile regression and testing for varying-coefficient models with randomly truncated data ⋮ Bayesian MISE convergence rates of Polya urn based density estimators: asymptotic comparisons and choice of prior parameters ⋮ Single-index quantile regression with left truncated data
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