@article{paperid:1023912, author = {Fakoor, Vahid and Sara Jomhoori and Ganjeali, Atieh}, title = {Density estimators for truncated dependent data}, journal = {Journal of the Iranian Statistical Society}, year = {2011}, volume = {10}, number = {1}, month = {March}, issn = {1726-4057}, pages = {45--61}, numpages = {16}, keywords = {In some long term studies; a series of dependent and possibly truncated lifetime data may be observed. Suppose that the lifetimes have a common continuous distribution function F. A popular stochastic measure of the distance between the density function f of the lifetimes and its kernel estimate fn is the integrated square error (ISE). In this paper; we derive a central limit theorem for the integrated square error of the kernel density estimators in the left-truncation model. It is assumed that the lifetime observations form a stationary strong mixing sequence. A central limit theorem (CLT) for the ISE of the kernel hazard rate estimators is also presented.}, }