We consider the estimation of partial derivatives of multivariate regression-type functionals from incomplete observations generated by a discrete-time strictly stationary ergodic process. The response variable is subject to a missing-at-random (MAR) mechanism, whereas the covariates are fully observed. Building upon t...
This paper develops asymptotic theory for kernel estimation of density-weighted conditional functionals and regression derivatives when responses are missing at random (MAR) and the observations form a strictly stationary ergodic process. Sequential MAR and positivity identify the complete-data conditional target throu...
This paper develops a pointwise distributional theory for linear wavelet density and regression estimation from randomly right-censored observations exhibiting stationary ergodic dependence. In contrast to the prevailing literature, which typically relies on quantitative mixing conditions, our analysis is conducted und...
We establish an asymptotic theory for the Jones inverse-weighted kernel density estimator when length-biased observations form a strictly stationary short-range dependent sequence. The statistical difficulty is intrinsically composite: reciprocal weighting is singular at the origin, the normalizing mean is estimated fr...
Salim Bouzebda, S. Didi· Symmetry· 0 citations
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