Far East Journal of Theoretical Statistics
Volume 21, Issue 1, Pages 113 - 126
(January 2007)
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STRONG UNIFORM CONVERGENCE RATE OF KERNEL CONDITIONAL QUANTILE
ESTIMATOR UNDER RANDOM CENSORSHIP FOR a -MIXING
RANDOM VARIABLES
H. Jabbari (Iran), V. Fakoor (Iran) and H. A. Azarnoosh (Iran)
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Abstract: Let be a stationary a
-mixing sequence and be a sequence of iid
censoring random variables. Let
be the conditional p-th quantile of Y given
where In this paper, we study the kernel
conditional quantile estimation for censored data and uniform strong convergence
rate of the resulting estimator is established. |
Keywords and phrases: Keywords and phrases: a -mixing,
censored data, conditional quantile, kernel estimator. |
Communicated by Yeong-Tzay Su |
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