@Article{AAM-33-4, author = {Mimi, Hong and Xiong, Xianzhu}, title = {Local Polynomial Double-Smoothing Estimation of a Conditional Distribution Function with Dependent}, journal = {Annals of Applied Mathematics}, year = {2017}, volume = {33}, number = {4}, pages = {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.

}, issn = {}, doi = {https://doi.org/2017-AAM-20617}, url = {https://global-sci.com/article/72761/local-polynomial-double-smoothing-estimation-of-a-conditional-distribution-function-with-dependent} }