Current Development in Theory and Applications of Wavelets
Volume 5, Isuue 2-3, Pages 135 - 164
(December 2011)
|
|
ASYMPTOTIC NORMALITY IN NONLINEAR WAVELET REGRESSION WITH CENSORED DEPENDENT DATA
Djabrane Yahia
|
Abstract:
In this paper, we define a new nonlinear wavelet-based estimator of the regression function when the interest variable is subject to right censoring. Asymptotic normality of the estimator is established. It is assumed that the lifetime observations form a stationary strong mixing sequence. |
| Keywords and phrases: asymptotic normality, censored data, nonlinear wavelet, nonparametric regression, strong mixing. |
| Communicated by Emad-Eldin Aly; Editor: Far East Journal of Theoretical Statistics; Published by Pushpa Publishing House. |
| Number of Downloads: 257 | Number of Views: 765 |
|
