Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions
Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions
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DOI：
10.1080/03610926.2014.936561
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发表时间：
2016-07
期刊：
影响因子：
--
通讯作者：
Han-Ying Liang;Deli Li;Tianxuan Miao
中科院分区：
文献类型：
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作者：
Han-Ying Liang;Deli Li;Tianxuan Miao
摘要为了研究左截断模型条件模函数估计的渐近正态性，当多元协变量寿命观测值构成平稳α-混合序列时，我们得到了估计的Berry-Esseen型界.通过仿真研究了条件模态函数估计量的有限样本性能。
ABSTRACT In order to investigate the convergence rate of the asymptotic normality for the estimator of the conditional mode function for the left-truncation model, we derive a Berry–Esseen type bound of the estimator when the lifetime observations with multivariate covariates form a stationary α-mixing sequence. The finite sample performance of the estimator of the conditional mode function is explored through simulations.