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

Abstract

In this paper, we establish asymptotic normality of a new kernel estimator of the conditional mode function introduced by Ould-Said 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.