Electronic Journal of Statistics

Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data

Mohammed Debbarh and Vivian Viallon

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It has been recently shown that nonparametric estimators of the additive regression function could be obtained in the presence of right censoring by coupling the marginal integration method with initial kernel-type Inverse Probability of Censoring Weighted estimators of the multivariate regression function [10]. In this paper, we get the exact rate of strong uniform consistency for such estimators. Our uniform limit laws especially lead to the construction of asymptotic simultaneous 100% confidence bands for the true regression function.

Article information

Electron. J. Statist., Volume 2 (2008), 516-541.

First available in Project Euclid: 26 June 2008

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Zentralblatt MATH identifier

Primary: 62G08: Nonparametric regression 62N01: Censored data models

nonparametric estimation additive regression function right censored data uniform laws of the logarithm


Debbarh, Mohammed; Viallon, Vivian. Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data. Electron. J. Statist. 2 (2008), 516--541. doi:10.1214/07-EJS117. https://projecteuclid.org/euclid.ejs/1214491854

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