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

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].