Relative error prediction: Strong uniform consistency for censoring time series model

• Published in: Communications in statistics. Theory and methods Vol. 52; no. 11; pp. 3709 - 3729
• Main Authors: Bouhadjera, Feriel, Elias, Ould Saïd, Mohamed Riad, Remita
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis 03.06.2023; Taylor & Francis Ltd
• Subjects: Censored data; Consistency; Errors; Kernel estimate; Mathematics; Outliers (statistics); regression function; relative error; Statistics; strong mixing; uniform almost sure consistency; Censored data; uniform almost sure consistency; Kernel estimate; relative error; regression function; strong mixing

This article considers an adaptive method based on the relative error criteria to estimate the regression operator by a kernel smoothing. It is assumed that the variable of interest is subject to random right censoring and that the observations are from a stationary α-mixing process. The uniform alm...