Strong Consistency Rate for the Kernel Mode Estimator Under Strong Mixing Hypothesis and Left Truncation
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Publication:5321894
DOI10.1080/03610920802379169zbMath1167.62394OpenAlexW2047057725MaRDI QIDQ5321894
Elias Ould Saïd, Abdelkader Tatachak
Publication date: 16 July 2009
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920802379169
rate of convergencestrong mixingkernel estimatorstrong consistencymodeLynden-Bell estimatorrandom left truncation
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
Related Items (11)
Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile ⋮ Conditional Quantile Estimation for Truncated and Associated Data ⋮ Strong consistency of kernel method for sliced average variance estimation ⋮ Kernel conditional density and mode estimation for psi-weakly dependent observations ⋮ A weighted estimator of conditional hazard rate with left-truncated and dependent data ⋮ A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data ⋮ A note on the central limit theorems for dependent random variables ⋮ A Berry-Esseen type bound for the kernel density estimator based on a weakly dependent and randomly left truncated data ⋮ A kernel mode estimate under random left truncation and time series model: asymptotic normality ⋮ \(M\)-estimation of the regression function under random left truncation and functional time series model ⋮ Convergence rate of the kernel regression estimator for associated and truncated data
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