A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
Copyright policy )A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
In this paper we study some asymptotic properties of the kernel conditional quantile estimator with randomly left-truncated data which exhibit some kind of dependence. We extend the result obtained by Lemdani, Ould-Saïd and Poulin [16] in the iid case. The uniform strong convergence rate of the estimator under strong mixing hypothesis is obtained.
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)
- University of Lille France
- University of Biskra Algeria
- Mohammed V University Morocco
- University of the Littoral Opal Coast France
Kernel estimator, quantile function, strong uniform consistency, kernel estimator, Mathematics - Statistics Theory, Statistics Theory (math.ST), Density estimation, Asymptotic properties of nonparametric inference, strong mixing, FOS: Mathematics, 62G05, Nonparametric estimation, truncated data, 62G20, rate of convergence
Kernel estimator, quantile function, strong uniform consistency, kernel estimator, Mathematics - Statistics Theory, Statistics Theory (math.ST), Density estimation, Asymptotic properties of nonparametric inference, strong mixing, FOS: Mathematics, 62G05, Nonparametric estimation, truncated data, 62G20, rate of convergence
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).6 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!