Asymptotic Properties of a Conditional Distribution Estimator in Single Functional Index Model with Randomly Truncated Data
摘要
The objective of this article is to estimate, non-parametrically the conditional distribution function of a scalar response variable taking values in separable Hilbert space. We suppose that the response variable is left truncated data. We introduce the kernel type estimators for the conditional distribution function. Then, we establish the pointwise almost complete convergence and the uniform almost complete convergence (with rate) of the kernels estimators based on the single-index structure. Finally, we give the asymptotic properties of the conditional distribution function.