Local M-estimation of nonparametric regression with left-truncated and dependent data

DOI10.1360/012010-646zbMath1488.62055OpenAlexW2330585173MaRDI QIDQ5017710

Guo-Liang Fan, Jiang-Feng Wang, Han-Ying Liang

Publication date: 17 December 2021

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1360/012010-646

zbMATH Keywords

consistencyasymptotic normalitytruncated datalocal polynomial\(\alpha\)-mixing sequencelocal M-estimator

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Estimation in survival analysis and censored data (62N02)

Related Items (3)

EM algorithm of the truncated multinormal distribution with linear restriction on the variables ⋮ On the nonparametric estimation of the functional \(\psi\)-regression for a random left-truncation model ⋮ \(M\)-estimation of the regression function under random left truncation and functional time series model

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