NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS

被引：3

作者：

Niu, Si-Li ^{[1
]}

Liang, Han-Ying ^{[1
]}

机构：

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

来源：

INTERNATIONAL JOURNAL OF WAVELETS MULTIRESOLUTION AND INFORMATION PROCESSING | 2011年 / 9卷 / 06期

基金：

中国国家自然科学基金;

关键词：

Mean integrated squared error; nonlinear wavelet estimator; conditional density; truncated data; alpha-mixing; ASYMPTOTIC PROPERTIES; STRONG-CONVERGENCE; RANDOM-VARIABLES; TIME-SERIES; REGRESSION; KERNEL; MODEL; COEFFICIENTS; PROBABILITY; SELECTION;

D O I：

10.1142/S0219691311004419

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

In this paper, we construct a nonlinear wavelet estimator of conditional density function for a left truncation 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 estimator, the MISE expression of the nonlinear wavelet estimator is not affected by the presence of discontinuities in the curves.

引用

页码：989 / 1023

页数：35

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