(1) Academy of Mathematics and System Sciences, Chinese Academy of Sciences, Beijing 100080, China (E-mail: slq@mail.amt.ac.cn), CN
Abstract:
In this paper we consider a fixed design model in which the observations are subject to left truncation and right censoring, A generalized product-limit estimator for the conditional distribution at a given covariate value is proposed, and an almost sure asymptotic representation of this estimator is established. We also obtain the rate of uniform consistency, weak convergence and a modulus of continuity for this estimator. Applications include trimmed mean and quantile function estimators.