Abstract
In this article, we establish strong uniform convergence and asymptotic normality of estimators of conditional quantile and conditional distribution function for a left truncated model when the data exhibit some kind of dependence. It is assumed that the observations form a stationary α-mixing sequence. The results of Lemdani et al. (2009) are relaxed from the i.i.d. assumption to α-mixing setting. Finite sample behavior of the estimators is investigated via simulations as well.
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