Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series

作者：Khardani Salah; Lemdani Mohamed; Said Elias Ould^*

来源：Journal of Statistical Planning and Inference, 2011, 141(11): 3426-3436.

DOI：10.1016/j.jspi.2011.04.023

• Censored data
• Kaplan-Meier estimator
• Kernel estimator
• Mode
• Strong mixing condition
• Uniform almost sure convergence

Let (T(n))(n >= 1) be a sequence random variables (rvs) of interest distributed as T. In censorship models the rv T is subject to random censoring by another rv C. We consider the problem of estimating its conditional mode function, given a vector of covariates X. Let 0(x) be the mode of the density of T given X=x. In this paper we consider a kernel estimator (0) over cap (n)(x) of 0(x) and establish its almost sure convergence with rate under an alpha-mixing condition.

• 出版日期2011-11