Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model

DOI10.1016/J.SPL.2020.108933MaRDI QIDQ826680zbMATH OpenOpenAlexFDO

Authors Xianzhu Xiong, Meijuan Ou, Ai Lian Chen

Publication date 6 January 2021

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2020.108933

zbMATH Keywords

asymptotic normalityconditional density function (CDF)nonnegativityright-censored modelRNW estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

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Cites work

• A local linear estimation of conditional hazard function in censored data
• A weighted estimator of conditional hazard rate with left-truncated and dependent data
• Almost sure representations of the product-limit estimator for truncated data
• Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
• Bandwidth selection for kernel conditional density estimation.
• Central limit theorem for the kernel estimator of the regression function for censored time series
• Converting high-dimensional regression to high-dimensional conditional density estimation
• Empirical likelihood ratio confidence intervals for a single functional
• scientific article; zbMATH DE number 6795099 (Why is no real title available?)
• Methods for Estimating a Conditional Distribution Function
• Mixing: Properties and examples
• Nonparametric conditional density estimation for censored data based on a recursive kernel
• Nonparametric conditional hazard rate estimation: a local linear approach
• On Conditional Density Estimation
• Re-weighted functional estimation of second-order diffusion processes
• Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model
• Reweighted functional estimation of diffusion models
• Theoretical and practical aspects of the quadratic error in the local linear estimation of the conditional density for functional data
• Weighted estimation of conditional mean function with truncated, censored and dependent data

Cited in

(1)

• On Conditional Density Estimation

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