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| Conditional Quantile Estimation with Truncated, Censored and Dependent Data |
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Citation： |
Hanying LIANG,Deli LI,Tianxuan MIAO.Conditional Quantile Estimation with Truncated, Censored and Dependent Data[J].Chinese Annals of Mathematics B,2015,36(6):969~990 |
| Page view： 1494
Net amount： 1039 |
Authors： |
Hanying LIANG; Deli LI;Tianxuan MIAO |
Foundation： |
This work was supported by
the National Natural Science Foundation of China (No.11271286),
the Specialized Research Fund for the Doctor Program of Higher
Education of China (No.20120072110007), and a grant from the
Natural Sciences and Engineering Research Council of Canada. |
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| Abstract： |
This paper deals with the conditional quantile estimation based on
left-truncated and right-censored data. Assuming that the
observations with multivariate covariates form a stationary
$\alpha$-mixing sequence, the authors derive the strong convergence
with rate, strong representation as well as asymptotic normality of
the conditional quantile estimator. Also, a Berry-Esseen-type bound
for the estimator is established. In addition, the finite sample
behavior of the estimator is investigated via simulations. |
Keywords： |
Berry-Esseen-type bound, Conditional quantile estimator, Strong
representation, Truncated and censored data, $\alpha$-mixing |
Classification： |
62N02, 62G20 |
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