Under some mild conditions, we derive the asymptotic normality of the Nadaraya-Watson and local linear estimators of the conditional hazard function for left-truncated and dependent data. The estimators were proposed ...Under some mild conditions, we derive the asymptotic normality of the Nadaraya-Watson and local linear estimators of the conditional hazard function for left-truncated and dependent data. The estimators were proposed by Liang and Ould-Sa?d [1]. The results confirm the guess in Liang and Ould-Sa?d [1].展开更多
基金supported by National Natural Science Foundation of China(No.11301084)Natural Science Foundation of Fujian Province(No.2014J01010)
文摘Under some mild conditions, we derive the asymptotic normality of the Nadaraya-Watson and local linear estimators of the conditional hazard function for left-truncated and dependent data. The estimators were proposed by Liang and Ould-Sa?d [1]. The results confirm the guess in Liang and Ould-Sa?d [1].
