Article ID Journal Published Year Pages File Type
1146611 Journal of Multivariate Analysis 2010 12 Pages PDF
Abstract

In this paper we derive the asymptotic normality and a Berry–Esseen type bound for the kernel conditional density estimator proposed in Ould-Saïd and Cai (2005) [26] when the censored observations with multivariate covariates form a stationary αα-mixing sequence.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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