Weighted estimation of conditional mean function with truncated, censored and dependent data
From MaRDI portal
Publication:4559352
DOI10.1080/02331888.2018.1506923zbMath1402.62226OpenAlexW2886988236WikidataQ129410292 ScholiaQ129410292MaRDI QIDQ4559352
María del Carmen Iglesias-Pérez, Han-Ying Liang
Publication date: 3 December 2018
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://www.tandfonline.com/doi/full/10.1080/02331888.2018.1506923
asymptotic normalityweighted estimator\(\alpha\)-mixingBerry-Esseen type boundtruncated and censored dataconditional mean function
Related Items (3)
Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model ⋮ Weighted rank estimation for nonparametric transformation models with doubly truncated data ⋮ Non parametric estimation of the conditional density function with right-censored and dependent data
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Empirical likelihood ratio confidence regions
- Nonparametric estimation of a conditional distribution from length-biased data
- Berry-Esseen type bounds of estimators in a semiparametric model with linear process errors
- Nonparametric curve estimation from time series
- Nonparametric statistics for stochastic processes. Estimation and prediction.
- Mixing: Properties and examples
- Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
- Nonparametric quantile estimation with correlated failure time data
- Local polynomial estimation of a conditional mean function with dependent truncated data
- Nonlinear time series. Nonparametric and parametric methods
- Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data
- Large deviations and law of the iterated logarithm for partial sums normalized by the largest absolute observation
- Local polynomial quasi-likelihood regression with truncated and dependent data
- Consistency of modified kernel regression estimation for functional data
- Nonparametric regression estimation of conditional tails: the random covariate case
- Characterizations of Student's t-distribution via regressions of order statistics
- Weighted nonparametric regression estimation with truncated and dependent data
- Some Limit Theorems for Random Functions. I
- Nonlinear wavelet estimator of the regression function under left-truncated dependent data
- Non‐parametric Regression with Dependent Censored Data
- Conditions for linear processes to be strong-mixing
- Intentionally Biased Bootstrap Methods
- Strong representation of a generalized product-limit estimator for truncated and censored data with some applications
- Local Polynomial Estimation of Regression Functions for Mixing Processes
- Wavelet estimation of density for censored data with censoring indicator missing at random
- A Central Limit Theorem in Non‐parametric Regression with Truncated, Censored and Dependent Data
- Characterizations based on regression assumptions of order statistics
- On the asymptotic behaviour of the recursive Nadaraya–Watson estimator associated with the recursive sliced inverse regression method
- The accuracy of the normal approximation for minimum contrast estimates
This page was built for publication: Weighted estimation of conditional mean function with truncated, censored and dependent data
