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

共 50 条

[31] Reliability Estimation for Dependent Left-Truncated and Right-Censored Competing Risks Data with Illustrations [J].

Zuo, Zhiyuan ;

Wang, Liang ;

Lio, Yuhlong .

ENERGIES, 2023, 16 (01)

[32] On parameter estimation for the generalized gamma distribution based on left-truncated and right-censored data [J].

Shang, Xiangwen ;

Hon Keung Tony Ng .

COMPUTATIONAL AND MATHEMATICAL METHODS, 2021, 3 (01)

[33] Conditional Density Estimation in the Single Functional Index Model for α-Mixing Functional Data [J].

Ling, Nengxiang ;

Li, Zhihuan ;

Yang, Wenzhi .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2014, 43 (03) :441-454

[34] Asymptotic Normality of a Kernel Conditional Quantile Estimator Under Strong Mixing Hypothesis and Left-Truncation [J].

Said, Elias Ould ;

Yahia, Djabrane .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2011, 40 (14) :2605-2627

[35] Estimation and Prediction for a Generalized Half-Normal Distribution Based on Left-Truncated and Right-Censored Data [J].

Ahmadi, Kambiz ;

Akbari, Masoumeh ;

Wang, Liang .

FILOMAT, 2022, 36 (14) :4963-4981

[36] Nonparametric estimation with left-truncated and right-censored data when the sample size before truncation is known [J].

Shen, Pao-sheng .

STATISTICS, 2014, 48 (02) :315-326

[37] Kernel estimation of the conditional density under a censorship model [J].

Aouicha, Lamia ;

Messaci, Fatiha .

STATISTICS & PROBABILITY LETTERS, 2019, 145 :173-180

[38] The Hybrid Density Filter for nonlinear estimation based on hybrid conditional density approximation [J].

Huber, Marco F. ;

Hanebeck, Uwe D. .

2007 PROCEEDINGS OF THE 10TH INTERNATIONAL CONFERENCE ON INFORMATION FUSION, VOLS 1-4, 2007, :1225-1232

[39] Wavelet based estimation for the derivative of a density by block thresholding under random censorship [J].

Shirazi, Esmaeil ;

Chaubey, Yogendra P. ;

Doosti, Hassan ;

Nirumand, Hossein Ali .

JOURNAL OF THE KOREAN STATISTICAL SOCIETY, 2012, 41 (02) :199-211

[40] A new wavelet-based estimation of conditional density via block threshold method [J].

Shirazi, Esmaeil ;

Faugeras, Olivier P. .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2024, 53 (22) :8155-8165

← 1 2 3 4 5 →