ASYMPTOTIC NORMALITY OF THE NONPARAMETRIC KERNEL ESTIMATION OF THE CONDITIONAL HAZARD FUNCTION FOR LEFT-TRUNCATED AND DEPENDENT DATA

Under some mild conditions, we derive the asymptotic normality of the Nadaraya-Watson and local linear estimators of the conditional hazard function for left-truncated and dependent data. The estimators were proposed by Liang and Ould-Sa?d [1]. The results confirm the guess in Liang and Ould-Sa?d [1].