Wavelet estimation of conditional density with truncated, censored and dependent data

DOI10.1016/J.JMVA.2010.10.004zbMATH Open1207.62083OpenAlexW1987695024MaRDI QIDQ631610FDOQ631610

Authors: Han-Ying Liang, Jacobo de Uña-Alvarez 

Publication date: 14 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.10.004

Recommendations

• Nonlinear wavelet estimation of conditional density under left-truncated and \(\alpha\)-mixing assumptions
• NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS
• Asymptotic normality in conditional wavelet density with left-truncated \(\alpha \)-mixing observations
• Asymptotic normality of conditional density estimation with left-truncated and dependent data
• Nonlinear wavelet estimator of the regression function under left-truncated dependent data

zbMATH Keywords

asymptotic normalityconditional density\(\alpha \)-mixingmean integrated squared errornonlinear wavelet estimatortruncated and censored data

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Cites Work

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Cited In (14)

• Asymptotic normality in conditional wavelet density with left-truncated \(\alpha \)-mixing observations
• Asymptotic normality of wavelet density estimator under censored dependent observations
• On the adaptive wavelet deconvolution of a density for strong mixing sequences
• Nonlinear wavelet density estimation with data missing at random when covariates are present
• Nonlinear wavelet estimation of conditional density under left-truncated and \(\alpha\)-mixing assumptions
• Convergence rate of wavelet density estimator with data missing randomly when covariables are present
• A new wavelet-based estimation of conditional density via block threshold method
• Nonparametric regression estimates with censored data based on block thresholding method
• Nonlinear wavelet estimator of the regression function under left-truncated dependent data
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Wavelet estimation of density for censored data with censoring indicator missing at random
• NONLINEAR WAVELET DENSITY ESTIMATION FOR TRUNCATED AND DEPENDENT OBSERVATIONS
• Asymptotic normality of conditional density estimation under truncated, censored and dependent data
• Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes

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