Year: 2017
Author: Mimi Hong, Xianzhu Xiong
Annals of Applied Mathematics, Vol. 33 (2017), Iss. 4 : pp. 364–378
Abstract
Based on the idea of local polynomial double-smoother, we propose an estimator of a conditional cumulative distribution function with dependent and left-truncated data. It is assumed that the observations form a stationary $α$-mixing sequence. Asymptotic normality of the estimator is established. The finite sample behavior of the estimator is investigated via simulations.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2017-AAM-20617
Annals of Applied Mathematics, Vol. 33 (2017), Iss. 4 : pp. 364–378
Published online: 2017-01
AMS Subject Headings: Global Science Press
Copyright: COPYRIGHT: © Global Science Press
Pages: 15
Keywords: local polynomial double-smoother conditional cumulative distribution function left-truncated data $α$-mixing asymptotic normality.