Asymptotic Normality of the Nonparametric Kernel Estimation of the Conditional Hazard Function for Left-Truncated and Dependent Data

Asymptotic Normality of the Nonparametric Kernel Estimation of the Conditional Hazard Function for Left-Truncated and Dependent Data

Year:    2018

Author:    Meijuan Ou, Xianzhu Xiong, Yi Wang

Annals of Applied Mathematics, Vol. 34 (2018), Iss. 4 : pp. 395–406

Abstract

Under some mild conditions, we derive the asymptotic normality of the Nadaraya-Watson and local linear estimators of the conditional hazard function for left-truncated and dependent data. The estimators were proposed by Liang and Ould-Saïd [1]. The results confirm the guess in Liang and Ould-Saïd [1].

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2018-AAM-20587

Annals of Applied Mathematics, Vol. 34 (2018), Iss. 4 : pp. 395–406

Published online:    2018-01

AMS Subject Headings:    Global Science Press

Copyright:    COPYRIGHT: © Global Science Press

Pages:    12

Keywords:    asymptotic normality Nadaraya-Watson estimation local linear estimation conditional hazard function left-truncated data.

Author Details

Meijuan Ou

Xianzhu Xiong

Yi Wang