Electronic Journal of Statistics

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

Zohra Guessoum and Elias Ould Saïd

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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

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

First available in Project Euclid: 1 February 2010

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62G05: Estimation 62G20: Asymptotic properties

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


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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