Local polynomial estimation of a conditional mean function with dependent truncated data

被引：0
作者：
Han-Ying Liang
Jacobo de Uña-Álvarez
María del Carmen Iglesias-Pérez
机构：
[1] Tongji University,Department of Mathematics
[2] Universidad de Vigo,Department of Statistics and OR, Facultad de Ciencias Económicas y Empresariales
[3] Universidad de Vigo,Department of Statistics and OR, Escuela de Ingeniería Forestal
来源：
TEST | 2011年 / 20卷
关键词：
Asymptotic normality; Local polynomial estimator; Conditional mean function; Truncated data; -mixing; 62E20; 62G08;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
By applying local polynomial regression, we propose an estimator of a conditional mean function and its derivatives under a left truncation model. The target function includes the regression function, the conditional moment as well as the conditional distribution function as special cases. It is assumed that the observations form a stationary α-mixing sequence. Asymptotic normality of the estimator is established. The finite sample behavior of the estimator is investigated via simulations, too.
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页码：653 / 677
页数：24
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