In this article we construct a kernel estimate of the probability function from bivariate data when a component is subject to random left-truncation. We establish consistency and asymptotic normality of the proposed e...In this article we construct a kernel estimate of the probability function from bivariate data when a component is subject to random left-truncation. We establish consistency and asymptotic normality of the proposed estimator using a strong approximation result. Simulation studies show that the proposed procedure gives a good estimate of the true density function even when the sample size is moderate.展开更多
基金the Postdoctoral Programme Foundation and the National Natural Science Foundation of China (No.10071092).
文摘In this article we construct a kernel estimate of the probability function from bivariate data when a component is subject to random left-truncation. We establish consistency and asymptotic normality of the proposed estimator using a strong approximation result. Simulation studies show that the proposed procedure gives a good estimate of the true density function even when the sample size is moderate.
