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

DOI10.1007/s11749-011-0234-6zbMath1274.62132OpenAlexW2024278703MaRDI QIDQ1761551

Jacobo de Uña-Álvarez, María del Carmen Iglesias-Pérez, Han-Ying Liang

Publication date: 15 November 2012

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-011-0234-6

zbMATH Keywords

asymptotic normality\(\alpha\)-mixingtruncated datalocal polynomial estimatorconditional mean function

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (14)

Empirical likelihood of conditional quantile difference with left-truncated and dependent data ⋮ Weighted estimation of conditional mean function with truncated, censored and dependent data ⋮ Nonparametric regression with doubly truncated data ⋮ Empirical likelihood for conditional quantile with left-truncated and dependent data ⋮ Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data ⋮ Strong uniform consistency of the local linear relative error regression estimator under left truncation ⋮ A weighted estimator of conditional hazard rate with left-truncated and dependent data ⋮ Asymptotic properties for an M-estimator of the regression function with truncation and dependent data ⋮ A Central Limit Theorem in Non‐parametric Regression with Truncated, Censored and Dependent Data ⋮ Conditional quantile estimation with auxiliary information for left-truncated and dependent data ⋮ Local linear quantile regression with truncated and dependent data ⋮ Local polynomial quasi-likelihood regression with truncated and dependent data ⋮ Weighted nonparametric regression estimation with truncated and dependent data ⋮ Asymptotic normality of conditional density estimation with left-truncated and dependent data

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