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NONLINEAR WAVELET ESTIMATION OF CONDITIONAL DENSITY UNDER LEFT-TRUNCATED AND α-MIXING ASSUMPTIONS

SI-LI NIU

Department of Mathematics, Tongji University, Shanghai 200092, P. R. China

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HAN-YING LIANG

Department of Mathematics, Tongji University, Shanghai 200092, P. R. China

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https://doi.org/10.1142/S0219691311004419Cited by:2 (Source: Crossref)

Abstract

In this paper, we construct a nonlinear wavelet estimator of conditional density function for a left truncation model. We provide an asymptotic expression for the mean integrated squared error (MISE) of the estimator. It is assumed that the lifetime observations form a stationary α-mixing sequence. Unlike for kernel estimator, the MISE expression of the nonlinear wavelet estimator is not affected by the presence of discontinuities in the curves.

Keywords:

AMSC: 62G07, 62G20

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