Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions

Han-Ying Liang, Deli Li and Tianxuan Miao

Communications in Statistics - Theory and Methods, 2016, vol. 45, issue 17, 5077-5097

Abstract: In order to investigate the convergence rate of the asymptotic normality for the estimator of the conditional mode function for the left-truncation model, we derive a Berry–Esseen type bound of the estimator when the lifetime observations with multivariate covariates form a stationary α-mixing sequence. The finite sample performance of the estimator of the conditional mode function is explored through simulations.

Date: 2016
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DOI: 10.1080/03610926.2014.936561

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