Nonparametric local linear estimation of the relative error regression function for censorship model

2020/04/06 by Bouhadjera, Feriel, Saïd, Elias
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2004.02466

Abstract

In this paper, we built a new nonparametric regression estimator with the local linear method by using the mean squared relative error as a loss function when the data are subject to random right censoring. We establish the uniform almost sure consistency with rate over a compact set of the proposed estimator. Some simulations are given to show the asymptotic behavior of the estimate in different cases.

Related

• Strong consistency of the nonparametric local linear regression\n estimation under censorship model
• Nonparametric relative error estimation of the regression function for censored data
• Functional relative error regression under left truncation and right censoring
• Testing additivity in nonparametric regression under random censorship
• Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data