A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data

摘要

In this paper we study some asymptotic properties of the kernel conditionalquantile estimator with randomly left-truncated data which exhibit some kind ofdependence. We extend the result obtained by Lemdani, Ould-Sa\"id and Poulin[16] in the iid case. The uniform strong convergence rate of the estimatorunder strong mixing hypothesis is obtained.