2023 / March Volume 18 No.1
Local linear estimation for ergodic data under random censorship model in high dimensional statistics
Published Date |
2023 / March
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Title | Local linear estimation for ergodic data under random censorship model in high dimensional statistics |
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Pagination | 15-39 |
Abstract | This paper addresses the problem of estimating the conditional density function of a randomly censored scalar response variable given a functional random variable. Furthermore, we suppose that the data are sampled from stationary ergodic process. We introduce a local linear type estimator of the conditional density function. Under less restrictive assumptions closely related to the concentration of the probability of small balls of the underlying covariate we state the almost complete convergence with explicit rates as well as the asymptotic normality of the constructed estimator. As a direct application, the same properties are established for the conditional mode function.
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DOI | |
AMS Subject Classification |
62G05, 62G08, 62G20, 62G35, 62H12
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Received |
2022-06-19
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