Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146777 | Journal of Multivariate Analysis | 2009 | 14 Pages |
Abstract
Let YY be a response variable that is subject to left-truncation by a variable TT. We consider the problem of estimating its conditional quantile function given a vector of covariates XX. We derive almost sure (a.s.) consistency and asymptotic normality results for a kernel estimate of the conditional quantile function. Simulations are drawn to illustrate the results for finite samples.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Mohamed Lemdani, Elias Ould-Saïd, Nicolas Poulin,