Wavelet estimation of conditional density with truncated, censored and dependent data

被引：10

作者：

Liang, Han-Ying ^{[1
,2
,3
]}

de Una-Alvarez, Jacobo ^{[2
,3
]}

机构：

[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China

[2] Univ Vigo, Dept Stat, Fac Ciencias Econ & Empresariales, Vigo 36310, Spain

[3] Univ Vigo, OR, Fac Ciencias Econ & Empresariales, Vigo 36310, Spain

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2011年 / 102卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Mean integrated squared error; Asymptotic normality; Nonlinear wavelet estimator; Conditional density; Truncated and censored data; alpha-mixing; PRODUCT-LIMIT ESTIMATOR; QUANTILE ESTIMATION; BESOV-SPACES; SHRINKAGE; CONVERGENCE; MODEL;

D O I：

10.1016/j.jmva.2010.10.004

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 define a new nonlinear wavelet-based estimator of conditional density function for a random left truncation and right censoring model. We provide an asymptotic expression for the mean integrated squared error (MISE) of the estimator. It is assumed that the lifetime observations form a stationary alpha-mixing sequence. Unlike for kernel estimators, the MISE expression of the wavelet-based estimators is not affected by the presence of discontinuities in the curves. Also, asymptotic normality of the estimator is established. (C) 2010 Elsevier Inc. All rights reserved.

引用

页码：448 / 467

页数：20

共 50 条

[31] Density estimation by truncated wavelet expansion [J].

Kato, T .

STATISTICS & PROBABILITY LETTERS, 1999, 43 (02) :159-168

[32] Full and conditional likelihood approaches for hazard change-point estimation with truncated and censored data [J].

Gurler, Ulku ;

Yenigun, C. Deniz .

COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2011, 55 (10) :2856-2870

[33] Local polynomial estimation of a conditional mean function with dependent truncated data [J].

Han-Ying Liang ;

Jacobo de Uña-Álvarez ;

María del Carmen Iglesias-Pérez .

TEST, 2011, 20 :653-677

[34] Hazard rate estimation for censored data by wavelet methods [J].

Li, LY .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2002, 31 (06) :943-960

[35] Empirical likelihood for conditional quantile with left-truncated and dependent data [J].

Liang, Han-Ying ;

de Una-Alvarez, Jacobo .

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2012, 64 (04) :765-790

[36] Weighted nonparametric regression estimation with truncated and dependent data [J].

Liang, Han-Ying .

JOURNAL OF NONPARAMETRIC STATISTICS, 2012, 24 (04) :1051-1073

[37] Conditional density estimation in a censored single-index regression model [J].

Bouaziz, Olivier ;

Lopez, Olivier .

BERNOULLI, 2010, 16 (02) :514-542

[38] Asymptotic normality of wavelet density estimator under censored dependent observations [J].

Niu, Si-li .

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2012, 28 (04) :781-794

[39] Inhomogeneous and anisotropic conditional density estimation from dependent data [J].

Akakpo, Nathalie ;

Lacour, Claire .

ELECTRONIC JOURNAL OF STATISTICS, 2011, 5 :1618-1653

[40] Local linear approach: Conditional density estimate for functional and censored data [J].

Benkhaled, Abdelkader ;

Madani, Fethi .

DEMONSTRATIO MATHEMATICA, 2022, 55 (01) :315-327

← 1 2 3 4 5 →