Berry-Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions

被引：3

作者：

Liang, Han-Ying ^{[1
]}

Li, Deli ^{[2
]}

Miao, Tianxuan ^{[2
]}

机构：

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

[2] Lakehead Univ, Dept Math Sci, Thunder Bay, ON, Canada

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2016年 / 45卷 / 17期

基金：

中国国家自然科学基金; 加拿大自然科学与工程研究理事会;

关键词：

-mixing; Berry-Esseen type bound; Conditional mode; Truncated data; STRONG-CONVERGENCE;

D O I：

10.1080/03610926.2014.936561

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 order to investigate the convergence rate of the asymptotic normality for the estimator of the conditional mode function for the left-truncation model, we derive a Berry-Esseen type bound of the estimator when the lifetime observations with multivariate covariates form a stationary -mixing sequence. The finite sample performance of the estimator of the conditional mode function is explored through simulations.

引用

页码：5077 / 5097

页数：21

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