Kernel regression estimation for LTRC and associated data

• Published in: Communications in statistics. Theory and methods Vol. 52; no. 18; pp. 6381 - 6406
• Main Authors: Bey, Siham, Guessoum, Zohra, Tatachak, Abdelkader
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 17.09.2023; Taylor & Francis Ltd
• Subjects: Association; Kernel regression; Kernels; optimal bandwidth; strong uniform consistency rate; truncated-censored data

This paper focuses on nonparametric regression modeling of time-series and incomplete observations. In this sense, the observations are subject to both left truncation and right censoring (LTRC) and satisfy an association dependency. Using the well-known kernel estimation method, we establish the st...