Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data

Han-Ying Liang and Liang Peng

Journal of Multivariate Analysis, 2010, vol. 101, issue 5, 1043-1054

Abstract: In this paper we derive the asymptotic normality and a Berry-Esseen type bound for the kernel conditional density estimator proposed in Ould-Saïd and Cai (2005) [26] when the censored observations with multivariate covariates form a stationary [alpha]-mixing sequence.

Keywords: [alpha]-mixing; Asymptotic; normality; Berry-Esseen; type; bound; Censored; data; Conditional; density (search for similar items in EconPapers)
Date: 2010
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