Wavelet estimation in varying coefficient models for censored dependent data

Xing-cai Zhou, Ying-zhi Xu and Jin-guan Lin

Statistics & Probability Letters, 2017, vol. 122, issue C, 179-189

Abstract: In this paper, we discuss the estimation of varying coefficient models based on censored data by wavelet technique when the survival and the censoring times are from a stationary α-mixing sequence. For the wavelet estimator of varying coefficient functions, the strong uniform convergence rate is derived and the asymptotic normality is established under the mild conditions. The strong uniform convergence rate we obtained is comparable with the optimal convergence rate of the nonparametric estimation in nonparametric models.

Keywords: Wavelet estimation; Varying coefficient; Strong mixing; Censored data (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2016.11.009

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