Asymptotic Normality of the Nonparametric Kernel Estimation of the Conditional Hazard Function for Left-Truncated and Dependent Data

Annals of Applied Mathematics
Vol. 34 No. 4 (2018), pp. 395-406
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Author(s)
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College of Math. and Computer Science, Fuzhou University, Fuzhou Fujian, PR China
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-Saïd [1]. The results confirm the guess in Liang and Ould-Saïd [1].

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