Abstract
In this paper, we construct a nonlinear wavelet estimator of conditional density function for a left truncation model. We provide an asymptotic expression for the mean integrated squared error (MISE) of the estimator. It is assumed that the lifetime observations form a stationary α-mixing sequence. Unlike for kernel estimator, the MISE expression of the nonlinear wavelet estimator is not affected by the presence of discontinuities in the curves.
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