Mathematics – Statistics Theory
Scientific paper
2008-10-07
Mathematics
Statistics Theory
Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics
Scientific paper
In this paper we study some asymptotic properties of the kernel conditional
quantile estimator with randomly left-truncated data which exhibit some kind of
dependence. We extend the result obtained by Lemdani, Ould-Sa\"id and Poulin
[16] in the iid case. The uniform strong convergence rate of the estimator
under strong mixing hypothesis is obtained.
Necir Abdelhakim
Ould-Saïd Elias
Yahia Djabrane
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