Electronic Journal of Statistics

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

Zohra Guessoum and Elias Ould Saïd

Full-text: Open access

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.

Article information

Source
Electron. J. Statist. Volume 4 (2010), 117-132.

Dates
First available in Project Euclid: 1 February 2010

Permanent link to this document
https://projecteuclid.org/euclid.ejs/1265033305

Digital Object Identifier
doi:10.1214/08-EJS195

Mathematical Reviews number (MathSciNet)
MR2645479

Zentralblatt MATH identifier
1329.62186

Subjects
Primary: 62G05: Estimation 62G20: Asymptotic properties

Keywords
Censored data Kernel estimator nonparametric regression rate of convergence strong consistency strong mixing

Citation

Guessoum, Zohra; Ould Saïd, Elias. Kernel regression uniform rate estimation for censored data under α -mixing condition. Electron. J. Statist. 4 (2010), 117--132. doi:10.1214/08-EJS195. https://projecteuclid.org/euclid.ejs/1265033305.


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