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

Authors :
Liang, Han-Ying
Uña-Álvarez, Jacobo
Source :
Metrika. Jul2010, Vol. 72 Issue 1, p1-19. 19p.
Publication Year :
2010

Abstract

In this paper, we establish asymptotic normality of a new kernel estimator of the conditional mode function introduced by Ould-Saïd 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 α-mixing sequence. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00261335
Volume :
72
Issue :
1
Database :
Academic Search Index
Journal :
Metrika
Publication Type :
Academic Journal
Accession number :
50455302
Full Text :
https://doi.org/10.1007/s00184-009-0237-4