Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146611 | Journal of Multivariate Analysis | 2010 | 12 Pages |
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
Han-Ying Liang, Liang Peng,