Wavelet estimation of conditional density with truncated, censored and dependent data

DOI10.1016/J.JMVA.2010.10.004zbMath1207.62083OpenAlexW1987695024MaRDI QIDQ631610

Jacobo de Uña-Álvarez, Han-Ying Liang

Publication date: 14 March 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.10.004

zbMATH Keywords

asymptotic normalityconditional densitymean integrated squared error\(\alpha \)-mixingnonlinear wavelet estimatortruncated and censored data

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Censored data models (62N01)

Related Items (7)

Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes ⋮ Asymptotic normality of conditional density estimation under truncated, censored and dependent data ⋮ Nonlinear wavelet density estimation with data missing at random when covariates are present ⋮ Nonparametric regression estimates with censored data based on block thresholding method ⋮ Convergence rate of wavelet density estimator with data missing randomly when covariables are present ⋮ On the adaptive wavelet deconvolution of a density for strong mixing sequences ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models

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