Asymptotic normality in conditional wavelet density with left‐truncated α‐mixing observations |
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| Authors: | Si‐Li Niu Zhan‐Ao Xue |
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| Institution: | 1. Department of Mathematics, Tongji University, Shanghai 200092, People's Republic of China;2. School of Computer and Information Technology, Henan Normal University, Henan 453007, People's Republic of China |
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| Abstract: | In this paper we define a new nonlinear wavelet‐based estimator of conditional density function for a left truncation model. Asymptotic normality of the estimator is established. It is assumed that the lifetime observations form a stationary α‐mixing sequence. Copyright © 2010 John Wiley & Sons, Ltd. |
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| Keywords: | asymptotic normality nonlinear wavelet conditional density truncated data α ‐mixing |
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