Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data |
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| Authors: | Han-Ying Liang Liang Peng |
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| Affiliation: | a Department of Mathematics, Tongji University, Shanghai 200092, PR China
b School of Mathematics, Georgia Institute of Technology, Atlanta, GA 30332-0160, USA |
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| Abstract: | In this paper we derive the asymptotic normality and a Berry-Esseen type bound for the kernel conditional density estimator proposed in Ould-Saïd and Cai (2005) [26] when the censored observations with multivariate covariates form a stationary α-mixing sequence. |
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| Keywords: | 62G07 62G20 |
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