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

In this paper we derive the asymptotic normality and a Berry-Esseen type bound for the kernel conditional density estimator proposed in Ould-Saïd and Cai (2005) [26] when the censored observations with multivariate covariates form a stationary [alpha]-mixing sequence.

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Year of publication:	2010
Authors:	Liang, Han-Ying ; Peng, Liang
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 5, p. 1043-1054
Publisher:	Elsevier
Keywords:	[alpha]-mixing Asymptotic normality Berry-Esseen type bound Censored data Conditional density

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008550978