Asymptotic properties of conditional distribution estimator with truncated, censored and dependent data

Han-Ying Liang (), Jacobo Uña-Álvarez () and María Iglesias-Pérez ()

TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 2012, vol. 21, issue 4, 790-810

Abstract: In this paper we study the strong and weak convergence with rates for the estimators of the conditional distribution function as well as conditional cumulative hazard rate function for a left truncated and right censored model. It is assumed that the lifetime observations with multivariate covariates form a stationary α-mixing sequence. Also, the almost sure representations and asymptotic normality of the estimators are established. The finite sample performance of the estimators is investigated via simulations. Copyright Sociedad de Estadística e Investigación Operativa 2012

Keywords: Generalized product-limit estimator; Convergence with rate; Almost sure representation; Asymptotic normality; Truncated and censored data; α-mixing; 62N02; 62G20 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11749-012-0281-7

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