Title : STRONG UNIFORM CONVERGENCE RATE OF KERNEL CONDITIONAL QUANTILE ESTIMATOR UNDER RANDOM CENSORSHIP FOR a-MIXING RANDOM VARIABLES ( Strong uniform convergence rate of kernel conditional quantile estimator under random censorship for a-mixing random variables )
Authors: Hadi Jabbari Nooghabi , Vahid Fakoor , Hassan Ali Azarnoosh ,
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Abstract
Let {(Tn, Xn), n ≥ 1} be a stationary α-mixing sequence and {Cn, n ≥ 1} be a sequence of iid censoring random variables. Let ξp(x) be the conditional p-th quantile of Y given X = x, where Y = min(T, C). In this paper, we study the kernel conditional quantile estimation for censored data and uniform strong convergence rate of the resulting estimator is established
Keywords
, α-mixing, censored data, conditional quantile, kernel estimator.
@article{paperid:1004500,
author = {Jabbari Nooghabi, Hadi and Fakoor, Vahid and Azarnoosh, Hassan Ali},
title = {STRONG UNIFORM CONVERGENCE RATE OF KERNEL CONDITIONAL QUANTILE ESTIMATOR UNDER RANDOM CENSORSHIP FOR a-MIXING RANDOM VARIABLES},
journal = {Far East Journal of Theoretical Statistics},
year = {2007},
volume = {21},
number = {1},
month = {January},
issn = {0972-0863},
pages = {113--126},
numpages = {13},
keywords = {α-mixing; censored data; conditional quantile; kernel estimator.},
}
%0 Journal Article
%T STRONG UNIFORM CONVERGENCE RATE OF KERNEL CONDITIONAL QUANTILE ESTIMATOR UNDER RANDOM CENSORSHIP FOR a-MIXING RANDOM VARIABLES
%A Jabbari Nooghabi, Hadi
%A Fakoor, Vahid
%A Azarnoosh, Hassan Ali
%J Far East Journal of Theoretical Statistics
%@ 0972-0863
%D 2007
