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In this paper, we study the local constant and the local linear estimators of the conditional density function with right-censored data which exhibit some type of dependence. It is assumed that the observations form a stationary mixing sequence. The asymptotic normality of the two estimators is established, which combined with the condition that implies the consistency of the two estimators and can be employed to construct confidence intervals for the conditional density function. The result on the local linear estimator of the conditional density function in Kim et al. (2010) is relaxed from the i.i.d. assumption to the mixing setting, and the result on the local linear estimator of the conditional density function in Spierdijk (2008) is relaxed from the rho-mixing assumption to the mixing setting. Finite sample behavior of the estimators is investigated by simulations.
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COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
ISSN: 0361-0926
Year: 2019
0 . 6 1 2
JCR@2019
0 . 6 0 0
JCR@2023
ESI Discipline: MATHEMATICS;
ESI HC Threshold:59
CAS Journal Grade:4
Cited Count:
WoS CC Cited Count: 2
SCOPUS Cited Count: 2
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count:
Chinese Cited Count:
30 Days PV: 0
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