Asymptotic normality for a non parametric estimator of conditional quantile with left-truncated data

Mei Yao, Jiang-Feng Wang and Lu Lin

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 13, 6280-6292

Abstract: In this paper, we construct a non parametric estimator of conditional distribution function by the double-kernel local linear approach for left-truncated data, from which we derive the weighted double-kernel local linear estimator of conditional quantile. The asymptotic normality of the proposed estimators is also established. Finite-sample performance of the estimator is investigated via simulation.

Date: 2017
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DOI: 10.1080/03610926.2015.1124120

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