Strong uniform consistency of a kernel conditional quantile estimator for censored and associated data

Wafaa DJELLADJ; Abdelkader TATACHAK

Makale detayları

Strong uniform consistency of a kernel conditional quantile estimator for censored and associated data

Yazarlar:

Wafaa DJELLADJ | Abdelkader TATACHAK

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2019 Vol.48 Issue 1, pp.290-311

Belge Tipi:

Makale

Yayın Tarihi:

1/2019

Belge Dili:

İngilizce

Document ID (Org No.):

2000451682

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X

Özet:

 

In survival or reliability studies, it is common to deal with data which are not only incomplete but weakly dependent too. Random right-censoring and random left-truncation are two common forms of such data when they are neither independent nor strongly mixing but rather associated.  In this paper, we focus on  kernel estimation of the conditional quantile function of a strictly stationary associated random variable TTT given a ddd-dimensional vector of covariates XXX, under random right-censoring. As main results, we establish a strong uniform consistency rate for the estimator. Then the finite sample performance of the estimator is illustrated on a simulation study.

Makale detayları

Strong uniform consistency of a kernel conditional quantile estimator for censored and associated data

Yazarlar: Wafaa DJELLADJ | Abdelkader TATACHAK

Yayıncı: Hacettepe University

Ana Başlıklar: Analiz

Dergi: Hacettepe Journal of Mathematics and Statistics 2019 Vol.48 Issue 1, pp.290-311

Belge Tipi: Makale

Yayın Tarihi: 1/2019

Belge Dili: İngilizce

Document ID (Org No.): 2000451682

Sıklık: İki Aylık

eISSN: 2651-477X

pISSN: 2651-477X

Sayı

Yazarlar:

Wafaa DJELLADJ | Abdelkader TATACHAK

Yayıncı:

Hacettepe University

Ana Başlıklar:

Analiz

Dergi:

Hacettepe Journal of Mathematics and Statistics 2019 Vol.48 Issue 1, pp.290-311

Belge Tipi:

Makale

Yayın Tarihi:

1/2019

Belge Dili:

İngilizce

Document ID (Org No.):

2000451682

Sıklık:

İki Aylık

eISSN:

2651-477X

pISSN:

2651-477X