Liang, Han-Ying; de Uña-Álvarez, Jacobo - In: Journal of Multivariate Analysis 102 (2011) 3, pp. 448-467
In this paper we define a new nonlinear wavelet-based estimator of conditional density function for a random left truncation and right censoring model. We provide an asymptotic expression for the mean integrated squared error (MISE) of the estimator. It is assumed that the lifetime observations...