A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data

被引：5

作者：

Ould-Said, Elias ^{[1
]}

Yahia, Djabrane ^{[2
]}

Necir, Abdelhakim ^{[2
]}

机构：

[1] Univ Littoral Cote dOpale, Univ Lille Nord France, LMPAJ Liouville, F-62228 Calais, France

[2] Univ Mohamed Khider, Lab Appl Math, Biskra 07000, Algeria

来源：

ELECTRONIC JOURNAL OF STATISTICS | 2009年 / 3卷

关键词：

Kernel estimator; quantile function; late of convergence; strong mixing; strong uniform consistency; truncated data; PRODUCT-LIMIT ESTIMATOR; NONPARAMETRIC-ESTIMATION; ASYMPTOTIC PROPERTIES; TIME-SERIES; REPRESENTATIONS; PROBABILITY; DENSITY;

D O I：

10.1214/08-EJS306

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we study some asymptotic properties of the kernel conditional quantile estimator with randomly left-truncated data which exhibit some kind of dependence. We extend the result obtained by Lemdani, Quid-Said and Poulin [16] in the iid case. The uniform strong convergence rate of the estimator under strong mixing hypothesis is obtained,

引用

页码：426 / 445

页数：20

共 32 条

[1]

[Anonymous], 1994, Lecture notes in Statistics

[2] ASYMPTOTIC-DISTRIBUTION OF SMOOTHERS BASED ON LOCAL MEANS AND LOCAL MEDIANS UNDER DEPENDENCE [J].

BOENTE, G ;

FRAIMAN, R .

JOURNAL OF MULTIVARIATE ANALYSIS, 1995, 54 (01) :77-90

[3]

Bosq D., 1998, LECT NOTES STAT, V110, DOI DOI 10.1007/978-1-4612-1718-3

[4] Estimating a distribution function for censored time series data [J].

Cai, ZW .

JOURNAL OF MULTIVARIATE ANALYSIS, 2001, 78 (02) :299-318

[5] Kernel density and hazard rate estimation for censored dependent data [J].

Cai, ZW .

JOURNAL OF MULTIVARIATE ANALYSIS, 1998, 67 (01) :23-34

[6]

Chaudhuri P, 1997, ANN STAT, V25, P715

[7]

Feigelson EricD., 1992, Statistical Challenges in Modern Astronomy

[8]

Ferraty F., 2006, SPR S STAT

[9]

Gannoun A, 1989, THESIS U PARIS 6

[10]

GANNOUN A, 1990, PUBLICATION I STAT U, P11

← 1 2 3 4 →