Berry–Esseen type bound of conditional mode estimation under truncation and strong mixing assumptions. Issue 17 (1st September 2016)

• Record Type: Journal Article
• Authors: Liang, Han-Ying; Li, Deli; Miao, Tianxuan
• Is Part Of: Communications in statistics. Volume 45:Issue 17(2016)
• Page Start: 5077
• Page End: 5097
• Publication Date: 2016-09-01
• Subjects: α-mixing -- Berry–Esseen type bound -- Conditional mode -- Truncated data; Primary 62G07 -- Secondary 62G20; Mathematical statistics -- Periodicals; Mathematics; Statistics; 519.2
• DOI: 10.1080/03610926.2014.936561
• Languages: English
• ISSNs: 0361-0926

Abstract

ABSTRACT: In order to investigate the convergence rate of the asymptotic normality for the estimator of the conditional mode function for the left-truncation model, we derive a Berry–Esseen type bound of the estimator when the lifetime observations with multivariate covariates form a stationary α-mixing sequence. The finite sample performance of the estimator of the conditional mode function is explored through simulations.