We consider a conditional empirical distribution of the form Fn(C ∣ x)=∑nt=1 ωn(Xt−x) I{Yt∈C} indexed by C∈ ℓ, where {(Xt, Yt), t=1, …, n} are observations from a strictly stationary and strong mixing stochastic process, {ωn(Xt−x)} are kernel weights, and ℓ is a class of...

In this paper we derive rates of uniform strong convergence for the kernel estimator of the regression function in a left-truncation model. It is assumed that the lifetime observations with multivariate covariates form a stationary [alpha]-mixing sequence. The estimation of the covariate's...

The ordinary least squares, the principal components regression and the ordinary ridge regression estimators are special cases of the r - k class estimator proposed by Baye and Parker (1984) for regression models with multicollinearity. We obtain necessary and sufficient conditions for the...