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.
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页码：989 / 1023
页数：35
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