TY - JOUR
T1 - Local Polynomial Double-Smoothing Estimation of a Conditional Distribution Function with Dependent
AU - Hong , Mimi
AU - Xiong , Xianzhu
JO - Annals of Applied Mathematics
VL - 4
SP - 364
EP - 378
PY - 2022
DA - 2022/06
SN - 33
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/aam/20617.html
KW - local polynomial double-smoother, conditional cumulative distribution function, left-truncated data, $α$-mixing, asymptotic normality.
AB - <p style="text-align: justify;">Based on the idea of local polynomial double-smoother, we propose an
estimator of a conditional cumulative distribution function with dependent
and left-truncated data. It is assumed that the observations form a stationary $α$-mixing sequence. Asymptotic normality of the estimator is established. The
finite sample behavior of the estimator is investigated via simulations.</p>