Facultade de Fisioterapia

Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions

Liang, Han-Ying; Li, D.; Miao, T.
Abstract:
In order to investigate the convergence rate of the asymptotic normality for the estimator of the conditional mode function for the left-truncation model, we derive a Berry–Esseen type bound of the estimator when the lifetime observations with multivariate covariates form a stationary α-mixing sequence. The finite sample performance of the estimator of the conditional mode function is explored through simulations.
Year:
2016
Type of Publication:
Article
Journal:
Communications in Statistics - Theory and Methods
Volume:
45
Number:
17
Pages:
5077-5097
Month:
September
DOI:
https://doi.org/10.1080/03610926.2014.936561
Hits: 1775