Strong convergence in nonparametric regression with truncated dependent data

DOI10.1016/j.jmva.2008.04.002zbMath1151.62031OpenAlexW2113163917MaRDI QIDQ958915

Yongcheng Qi, Han-Ying Liang, De Li Li

Publication date: 10 December 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.04.002

zbMATH Keywords

strong convergencetruncated datanonparametric regression estimator\(\alpha \)-mixing sequence

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02)

Related Items (13)

NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS ⋮ Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations ⋮ Asymptotic properties for an M-estimator of the regression function with truncation and dependent data ⋮ The strong representation for the nonparametric estimator of length-biased and right-censored data ⋮ Asymptotic Normality for Regression Function Estimate Under Truncation and α-Mixing Conditions ⋮ Asymptotic Properties of Conditional Quantile Estimator Under Left-Truncated and α-Mixing Conditions ⋮ Nonlinear wavelet estimator of the regression function under left-truncated dependent data ⋮ Local polynomial estimation of a conditional mean function with dependent truncated data ⋮ A Central Limit Theorem in Non‐parametric Regression with Truncated, Censored and Dependent Data ⋮ Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions ⋮ Local polynomial quasi-likelihood regression with truncated and dependent data ⋮ Convergence rate of the kernel regression estimator for associated and truncated data ⋮ Weighted nonparametric regression estimation with truncated and dependent data

Cites Work

• Asymptotic properties of the product limit estimate under random truncation
• Uniform strong estimation under \(\alpha\)-mixing, with rates
• Mixing: Properties and examples
• Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation
• Asymptotic properties of Kaplan-Meier estimator for censored dependent data
• Prediction from randomly right censored data
• Estimation of the truncation probability in the random truncation model
• Almost sure representations of the product-limit estimator for truncated data
• Asymptotic properties of a nonparametric regression function estimator with randomly truncated data
• A note on the product-limit estimator under right censoring and left truncation
• Estimating a distribution function with truncated data
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