摘要

In this article we establish pointwise asymptotic normality of nonparametric kernel estimator of regression function for a left truncation model. It is assumed that the lifetime observations with multivariate covariates form a stationary -mixing sequence. Also, the asymptotic normality of the estimation of the covariable's density is considered. As a by-product, we obtain a uniform weak convergence rate for the product-limit estimator of the lifetime and truncated distributions under dependence, which is interesting independently. Finite sample behavior of the estimator of the regression function is investigated as well.

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