Strong convergence in nonparametric regression with truncated dependent data

Han-Ying Liang, Deli Li and Yongcheng Qi

Journal of Multivariate Analysis, 2009, vol. 100, issue 1, 162-174

Abstract: 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 density is considered as well. Under the assumption that the lifetime observations are bounded, we show that, by an appropriate choice of the bandwidth, both estimators of the covariate's density and regression function attain the optimal strong convergence rate known from independent complete samples.

Keywords: primary; 62G07 secondary; 62G20 Strong convergence Truncated data [alpha]-mixing sequence Nonparametric regression estimator (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (4)

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