NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS
2011 ◽
Vol 09
(06)
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pp. 989-1023
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Keyword(s):
The Mean
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In this paper, we construct a nonlinear wavelet estimator of conditional density function for a left truncation model. We provide an asymptotic expression for the mean integrated squared error (MISE) of the estimator. It is assumed that the lifetime observations form a stationary α-mixing sequence. Unlike for kernel estimator, the MISE expression of the nonlinear wavelet estimator is not affected by the presence of discontinuities in the curves.
2011 ◽
Vol 09
(04)
◽
pp. 587-609
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2014 ◽
Vol 2014
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pp. 1-12
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2019 ◽
Vol 12
(4)
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pp. 1612-1642
2016 ◽
Vol 5
(2)
◽
pp. 35
2001 ◽
Vol 52
(4)
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pp. 441-450
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Keyword(s):
1986 ◽
Vol 18
(1)
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pp. 150-168
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1993 ◽
Vol 45
(1)
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pp. 137-160
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