Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations

被引：7
作者：
Liang, Han-Ying [1 ]
de Una-Alvarez, Jacobo [2 ]
机构：
[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China
[2] Univ Vigo, Fac Ciencias Econ & Empresariales, Dept Stat & OR, Vigo 36310, Spain
来源：
METRIKA | 2010年 / 72卷 / 01期
基金：
中国国家自然科学基金;
关键词：
Asymptotic normality; Truncated data; alpha-mixing sequence; Conditional mode; PRODUCT-LIMIT ESTIMATOR; NONPARAMETRIC-ESTIMATION; KERNEL ESTIMATORS; DENSITY-FUNCTION; CONVERGENCE; PROBABILITY; PREDICTION;
D O I：
10.1007/s00184-009-0237-4
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 establish asymptotic normality of a new kernel estimator of the conditional mode function introduced by Ould-Sa < d and Tatachak (C R Acad Sci Paris Ser I 344:651-656, 2007) for the left-truncation model when the data exhibit some kind of dependence. It is assumed that the lifetime observations with multivariate covariates form a stationary alpha-mixing sequence.
引用
收藏
页码：1 / 19
页数：19
相关论文
共 32 条
[1]  
[Anonymous], 1994, Lecture notes in Statistics
[2]   A NOTE ON PREDICTION VIA ESTIMATION OF THE CONDITIONAL MODE FUNCTION [J].
COLLOMB, G ;
HARDLE, W ;
HASSANI, S .
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1987, 15 (02) :227-236
[3]  
EDDY WF, 1982, Z WAHRSCHEINLICHKEIT, V59, P279, DOI 10.1007/BF00532221
[4]  
Feigelson EricD., 1992, Statistical Challenges in Modern Astronomy
[5]  
Hall P., 1980, Martingale Limit Theory and Its Application
[6]  
He S., 1994, STAT DECISION THEORY, V5, P73
[7]  
He SY, 1998, ANN STAT, V26, P1011
[8]  
Konakov V. D., 1974, Theory Probab. Appl, V19, P794
[9]  
LIANG HY, 2006, ASYMPTOTIC NOR UNPUB
[10]   Strong convergence of sums of alpha-mixing random variables with applications to density estimation [J].
Liebscher, E .
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1996, 65 (01) :69-80
1234