Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations

摘要

In this paper, we establish asymptotic normality of a new kernel estimator of the conditional mode function introduced by Ould-Sa?d and Tatachak (C R Acad Sci Paris Ser I 344:651-656, 2007) for the left-truncation model when the data exhibit some kind of dependence. It is assumed that the lifetime observations with multivariate covariates form a stationary α-mixing sequence.