ASYMPTOTIC NORMALITY OF THE LOCAL LINEAR ESTIMATION OF THE CONDITIONAL DENSITY FOR FUNCTIONAL DEPENDENT AND CENSORED DATA

被引：3

作者：

Benkhaled, Abdelkader ^{[1
]}

Madani, Fethi ^{[2
]}

Khardani, Salah ^{[3
]}

机构：

[1] Univ Sidi Belabbes, Fac Exact Sci, Sidi Bel Abbes, Algeria

[2] Univ Tahar Moulay Saida, Lab Stochast Models Stat & Applicat, Saida, Algeria

[3] Univ Lille, ULCO, LMPA, Lille, France

来源：

SOUTH AFRICAN STATISTICAL JOURNAL | 2020年 / 54卷 / 02期

关键词：

Asymptotic normality; Conditional density; Functional censored data; Local linear estimator; Mixing data; Small ball probability; NONPARAMETRIC-ESTIMATION; REGRESSION;

D O I：

10.37920/sasj.2020.54.2.1

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 the asymptotic behaviour of the nonparametric local linear estimation of the conditional density when the interest variable is subject to random right censoring of the scalar response variable given a functional random covariate taking values in a semi-metric space. Under some regularity conditions, the joint asymptotic normality of the estimators of the conditional density is established.

引用

页码：131 / 151

页数：21

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