Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data

DOI10.1016/J.JMVA.2010.01.002zbMATH Open1185.62074OpenAlexW2027532275MaRDI QIDQ962201FDOQ962201

Liang Peng, Han-Ying Liang

Publication date: 6 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.01.002

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zbMATH Keywords

asymptotic normalitycensored dataconditional density\(\alpha \)-mixingBerry-Esseen type bound

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

Cites Work

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• Asymptotic properties of conditional quantile estimator for censored dependent observations

Cited In (7)

• Reweighted Nadaraya-Watson estimation of conditional density function in the right-censored model
• Non parametric estimation of the conditional density function with right-censored and dependent data
• The Berry-Esséen type bound of sample quantiles for strong mixing sequence
• Central limit theorem for the kernel estimator of the regression function for censored time series
• Asymptotic normality of residual density estimator in stationary and explosive autoregressive models
• Asymptotic normality of kernel density estimation for mixing high-frequency data
• Asymptotic normality of conditional density estimation under truncated, censored and dependent data

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