Quantile Regression under Truncated, Censored and Dependent Assumptions

In this paper, we focus on the problem of nonparametric quantile regression with left-truncated and right-censored data. Based on Nadaraya-Watson(NW) Kernel smoother and the technique of local linear(LL) smoother, we construct the NW and LL estimators of the conditional quantile. Under strong mixing assumptions, we establish asymptotic representation and asymptotic normality of the estimators. Finite sample behavior of the estimators is investigated via simulation, and a real data example is used to illustrate the application of the proposed methods.