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| ASYMPTOTIC NORMALITY OF THE NONPARAMETRIC KERNEL ESTIMATION OF THE CONDITIONAL HAZARD FUNCTION FOR LEFT-TRUNCATED AND DEPENDENT DATA |
| Meijuan Ou,Xianzhu Xiong,Yi Wang |
| (College of Math. and Computer Science, Fuzhou University, Fuzhou 350116, Fujian, PR China) |
| DOI： |
| Abstract: |
| 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\"{i}d (2018). The results confirm the guess in Liang and Ould-Sa\"{i}d (2018). |
| Key words: asymptotic normality; Nadaraya-Watson estimation; local linear estimation; conditional hazard function; left-truncated data |