Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data

作者：Liang Han Ying^*; Peng Liang

来源：Journal of Multivariate Analysis, 2010, 101(5): 1043-1054.

DOI：10.1016/j.jmva.2010.01.002

• alpha-mixing
• Asymptotic normality
• Berry-Esseen type bound
• Censored data
• Conditional density

In this paper we derive the asymptotic normality and a Berry-Esseen type bound for the kernel conditional density estimator proposed in Ould-Said and Cai (2005) 1261 when the censored observations with multivariate covariates form a stationary alpha-mixing sequence.

• 出版日期2010-5
• 单位同济大学