Kernel regression uniform rate estimation for censored data under α-mixing condition

2008/02/20 by Zohra Guessoum, Guessoum, Zohra, Elias Ould‐Saïd +2
Computer Science · Mathematics · #Bayesian Methods and Mixture Models #FOS: Mathematics #Statistical Methods and Bayesian Inference #Statistical Methods and Inference #Statistics Theory (math.ST) #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.0802.2800

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)

arxiv created 2008/02/20 · openalex publication_date 2008/02/20 · arxiv updated 2009/12/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we study the behavior of a kernel estimator of the regression function in the right censored model with α-mixing data . The uniform strong consistency over a real compact set of the estimate is established along with a rate of convergence. Some simulations are carried out to illustrate the behavior of the estimate with different examples for finite sample sizes.

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