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Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations

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Abstract

In this paper, we establish asymptotic normality of a new kernel estimator of the conditional mode function introduced by Ould-Saïd and Tatachak (C R Acad Sci Paris Ser I 344:651–656, 2007) for the left-truncation model when the data exhibit some kind of dependence. It is assumed that the lifetime observations with multivariate covariates form a stationary α-mixing sequence.

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Authors and Affiliations

  1. Department of Mathematics, Tongji University, Shanghai, 200092, People’s Republic of China

    Han-Ying Liang

  2. Department of Statistics and OR, Facultad de Ciencias Económicas y Empresariales, Universidad de Vigo, Campus Lagoas-Marcosende, 36310, Vigo, Spain

    Jacobo de Uña-Álvarez

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  1. Han-Ying Liang
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  2. Jacobo de Uña-Álvarez
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Correspondence to Han-Ying Liang.

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Liang, HY., de Uña-Álvarez, J. Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations. Metrika 72, 1–19 (2010). https://doi.org/10.1007/s00184-009-0237-4

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  • DOI: https://doi.org/10.1007/s00184-009-0237-4

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