Asymptotic normality of the local linear estimation of the conditional density for functional dependent and censored data

Abdelkader Benkhaled; Fethi Madani; Salah Khardani

doi:10.37920/sasj.2020.54.2.1

Abdelkader Benkhaled Faculty of Exact Science, University of Sidi Belabbes, Algeria
Fethi Madani Laboratory of Stochastic Models, Statistics and Applications, University Tahar Moulay of Saïda, Algeria
Salah Khardani LMPA, ULCO, Université de Lille, Lille, France

DOI: https://doi.org/10.37920/sasj.2020.54.2.1

Keywords: Asymptotic normality, Conditional density, Functional censored data, Local linear estimator, Mixing data, Small ball probability

Abstract

In this paper,we study the asymptotic behaviour of the nonparametric local linear estimation of the conditional density when the interest variable is subject to random right censoring of the scalar response variable given a functional random covariate taking values in a semi-metric space. Under some regularity conditions, the joint asymptotic normality of the estimators of the conditional density is established.

Downloads

Download data is not yet available.