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Start Over Author "Li, Deli" Journal chinese annals of mathematics Publisher springer nature

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1 results on '"Li, Deli"'

1. Conditional quantile estimation with truncated, censored and dependent data.

Author

Liang, Hanying, Li, Deli, and Miao, Tianxuan

Subjects
*QUANTILES, *ESTIMATION theory, *MULTIVARIATE analysis, *MATHEMATICAL sequences, *STOCHASTIC convergence, *REPRESENTATION theory, *MATHEMATICAL bounds
Abstract

This paper deals with the conditional quantile estimation based on left-truncated and right-censored data. Assuming that the observations with multivariate covariates form a stationary α-mixing sequence, the authors derive the strong convergence with rate, strong representation as well as asymptotic normality of the conditional quantile estimator. Also, a Berry-Esseen-type bound for the estimator is established. In addition, the finite sample behavior of the estimator is investigated via simulations. [ABSTRACT FROM AUTHOR]

Published
2015
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