@Article{AAM-33-364,
author = {Hong , Mimi and Xiong , Xianzhu},
title = {Local Polynomial Double-Smoothing Estimation of a Conditional Distribution Function with Dependent},
journal = {Annals of Applied Mathematics},
year = {2022},
volume = {33},
number = {4},
pages = {364--378},
abstract = {
Based on the idea of local polynomial double-smoother, we propose an
estimator of a conditional cumulative distribution function with dependent
and left-truncated data. It is assumed that the observations form a stationary $α$-mixing sequence. Asymptotic normality of the estimator is established. The
finite sample behavior of the estimator is investigated via simulations.
},
issn = {},
doi = {https://doi.org/},
url = {http://global-sci.org/intro/article_detail/aam/20617.html}
}
TY - JOUR
T1 - Local Polynomial Double-Smoothing Estimation of a Conditional Distribution Function with Dependent
AU - Hong , Mimi
AU - Xiong , Xianzhu
JO - Annals of Applied Mathematics
VL - 4
SP - 364
EP - 378
PY - 2022
DA - 2022/06
SN - 33
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/aam/20617.html
KW - local polynomial double-smoother, conditional cumulative distribution function, left-truncated data, $α$-mixing, asymptotic normality.
AB -
Based on the idea of local polynomial double-smoother, we propose an
estimator of a conditional cumulative distribution function with dependent
and left-truncated data. It is assumed that the observations form a stationary $α$-mixing sequence. Asymptotic normality of the estimator is established. The
finite sample behavior of the estimator is investigated via simulations.
Mimi Hong & Xianzhu Xiong. (2022). Local Polynomial Double-Smoothing Estimation of a Conditional Distribution Function with Dependent.
Annals of Applied Mathematics. 33 (4).
364-378.
doi:
