Abstract

In this paper, we discuss the estimation of varying coefficient models based on censored data by wavelet technique when the survival and the censoring times are from a stationary α-mixing sequence. For the wavelet estimator of varying coefficient functions, the strong uniform convergence rate is derived and the asymptotic normality is established under the mild conditions. The strong uniform convergence rate we obtained is comparable with the optimal convergence rate of the nonparametric estimation in nonparametric models.

Full Text
Published version (Free)

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call