Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data

• Han-Ying Liang ^[1] ; Jacobo de Uña-Álvarez ^[2] ; María del Carmen Iglesias-Pérez ^[2]
  1. [1] Tongji University

     Tongji University

     China

     
  2. [2] Universidade de Vigo

     Universidade de Vigo

     Vigo, España

     
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 21, Nº. 4, 2012, págs. 790-810
• Idioma: inglés
• Texto completo no disponible (Saber más ...)
• Resumen

  • In this paper we study the strong and weak convergence with rates for the estimators of the conditional distribution function as well as conditional cumulative hazard rate function for a left truncated and right censored model. It is assumed that the lifetime observations with multivariate covariates form a stationary α-mixing sequence. Also, the almost sure representations and asymptotic normality of the estimators are established. The finite sample performance of the estimators is investigated via simulations.