Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data

被引：10
|
作者：
Liang, Han-Ying [1 ]
Peng, Liang [2 ]
机构：
[1] Tongji Univ, Dept Math, Shanghai 200092, Peoples R China
[2] Georgia Inst Technol, Sch Math, Atlanta, GA 30332 USA
来源：
JOURNAL OF MULTIVARIATE ANALYSIS | 2010年 / 101卷 / 05期
关键词：
alpha-mixing; Asymptotic normality; Berry-Esseen type bound; Censored data; Conditional density; KAPLAN-MEIER ESTIMATE; NONPARAMETRIC-ESTIMATION; TIME-SERIES; CONVERGENCE; SEQUENCES; SUMS;
D O I：
10.1016/j.jmva.2010.01.002
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we derive the asymptotic normality and a Berry-Esseen type bound for the kernel conditional density estimator proposed in Ould-Said and Cai (2005) 1261 when the censored observations with multivariate covariates form a stationary alpha-mixing sequence. (C) 2010 Elsevier Inc. All rights reserved.
引用
收藏
页码：1043 / 1054
页数：12
相关论文
共 50 条
  • [1] Asymptotic normality for weighted estimator of conditional density with truncated and censored data
    Liu, Yu-Xiao
    Liu, Chang-Sheng
    Liang, Han-Ying
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2025,
  • [2] Berry-Esseen bounds of asymptotic normality of kernel density estimator for long-span high-frequency data with α-mixing
    Yang, Xiutao
    Yang, Shanchao
    Li, Yufang
    Liang, Dan
    STATISTICS, 2025,
  • [3] The Berry-Esseen bounds for kernel density estimator under dependent sample
    Yang, Wenzhi
    Hu, Shuhe
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2012,
  • [4] BERRY-ESSEEN BOUNDS FOR WAVELET ESTIMATOR IN TIME-VARYING COEFFICIENT MODELS WITH CENSORED DEPENDENT DATA
    Zhou, Xingcai
    Ni, Beibei
    Wang, Hongxia
    Huang, Xingfang
    MATHEMATICA SLOVACA, 2019, 69 (05) : 1213 - 1232
  • [5] A CONDITIONAL BERRY-ESSEEN INEQUALITY
    Klein, Thierry
    Lagnoux, Agnes
    Petit, Pierre
    JOURNAL OF APPLIED PROBABILITY, 2019, 56 (01) : 76 - 90
  • [6] Asymptotic normality of conditional density estimation under truncated, censored and dependent data
    Liang, Han-Ying
    Zhou, Hong-Bing
    Guo, Qiu-Li
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2020, 49 (22) : 5371 - 5391
  • [7] A Berry-Esseen Type Bound in Kernel Density Estimation for Negatively Associated Censored Data
    Wu, Qunying
    Chen, Pingyan
    JOURNAL OF APPLIED MATHEMATICS, 2013,
  • [8] THE ASYMPTOTIC BERRY-ESSEEN CONSTANT FOR INTERVALS
    Dinev, T.
    Mattner, L.
    THEORY OF PROBABILITY AND ITS APPLICATIONS, 2013, 57 (02) : 323 - U219
  • [9] A Berry-Esseen type bound for the kernel density estimator based on a weakly dependent and randomly left truncated data
    Asghari, Petros
    Fakoor, Vahid
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2017,
  • [10] ASYMPTOTIC NORMALITY OF THE LOCAL LINEAR ESTIMATION OF THE CONDITIONAL DENSITY FOR FUNCTIONAL DEPENDENT AND CENSORED DATA
    Benkhaled, Abdelkader
    Madani, Fethi
    Khardani, Salah
    SOUTH AFRICAN STATISTICAL JOURNAL, 2020, 54 (02) : 131 - 151
12345