✦ LIBER ✦
Asymptotic normality in conditional wavelet density with left-truncated α-mixing observations
✍ Scribed by Si-Li Niu; Zhan-Ao Xue
- Publisher
- John Wiley and Sons
- Year
- 2010
- Tongue
- English
- Weight
- 263 KB
- Volume
- 34
- Category
- Article
- ISSN
- 0170-4214
- DOI
- 10.1002/mma.1380
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✦ Synopsis
Alber
In this paper we define a new nonlinear wavelet-based estimator of conditional density function for a left truncation model. Asymptotic normality of the estimator is established. It is assumed that the lifetime observations form a stationary a-mixing sequence.