Abstract
In this article we study a family of nonparametric estimators for the ψ-regression model when the response variable is subject to left-truncation by another random variable. Under standard assumptions, we get the almost complete convergence rate as well as asymptotic normality of the construct estimators. The obtained asymptotic normality permits getting a confidence interval usable in practice. Some simulations are drawn to illustrate the main results.
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Derrar, S., Laksaci, A. & Saïd, E.O. On the nonparametric estimation of the functional ψ-regression for a random left-truncation model. J Stat Theory Pract 9, 823–849 (2015). https://doi.org/10.1080/15598608.2015.1032455
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DOI: https://doi.org/10.1080/15598608.2015.1032455