Current Development in Theory and Applications of Wavelets
Volume 5, Isuue 2-3, Pages 135 - 164
(December 2011)
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ASYMPTOTIC NORMALITY IN NONLINEAR WAVELET REGRESSION WITH CENSORED DEPENDENT DATA
Djabrane Yahia
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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. |
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