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| LOCAL POLYNOMIAL DOUBLE-SMOOTHING ESTIMATION OF A CONDITIONAL DISTRIBUTION FUNCTION WITH DEPENDENT |
| Mimi Hong,Xianzhu Xiong |
| (College of Math. and Computer Science, Fuzhou University, Fuzhou 350116, Fujian, PR China) |
| DOI： |
| Abstract: |
| 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 $\alpha-$mixing sequence. Asymptotic normality of the estimator is established. The finite sample behavior of the estimator is investigated via simulations. |
| Key words: local polynomial double-smoother; conditional cumulative distribution function; left-truncated data; $\alpha$-mixing; asymptotic normality |