Asymptotic normality and Berry-Esseen results for conditional density estimator with censored and dependent data
AbstractIn 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)  when the censored observations with multivariate covariates form a stationary [alpha]-mixing sequence.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Multivariate Analysis.
Volume (Year): 101 (2010)
Issue (Month): 5 (May)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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