کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146042 957493 2011 20 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Wavelet estimation of conditional density with truncated, censored and dependent data
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Wavelet estimation of conditional density with truncated, censored and dependent data
چکیده انگلیسی

In this paper we define a new nonlinear wavelet-based estimator of conditional density function for a random left truncation and right censoring model. We provide an asymptotic expression for the mean integrated squared error (MISE) of the estimator. It is assumed that the lifetime observations form a stationary αα-mixing sequence. Unlike for kernel estimators, the MISE expression of the wavelet-based estimators is not affected by the presence of discontinuities in the curves. Also, asymptotic normality of the estimator is established.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 102, Issue 3, March 2011, Pages 448–467
نویسندگان
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