Nonparametric relative regression under random censorship model
In this paper we define and study a new estimator of the regression function when the response random variable is subject to random right-censoring. The estimator is constructed by minimizing the mean squared relative error of the regression operator where outlier data are present and the response v...
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Published in | Statistics & probability letters Vol. 151; pp. 116 - 122 |
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Main Authors | , |
Format | Journal Article |
Language | English |
Published |
Elsevier B.V
01.08.2019
Elsevier |
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Online Access | Get full text |
ISSN | 0167-7152 1879-2103 |
DOI | 10.1016/j.spl.2019.03.019 |
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Abstract | In this paper we define and study a new estimator of the regression function when the response random variable is subject to random right-censoring. The estimator is constructed by minimizing the mean squared relative error of the regression operator where outlier data are present and the response variable of the model is positive. Under classical conditions we establish the uniform consistency with rate over a compact set and asymptotic normality of the estimator suitably normalized. The asymptotic variance is explicitly given. |
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AbstractList | In this paper we define and study a new estimator of the regression function when the response random variable is subject to random right-censoring. The estimator is constructed by minimizing the mean squared relative error of the regression operator where outlier data are present and the response variable of the model is positive. Under classical conditions we establish the uniform consistency with rate over a compact set and asymptotic normality of the estimator suitably normalized. The asymptotic variance is explicitly given. |
Author | Yousri, Slaoui Salah, Khardani |
Author_xml | – sequence: 1 givenname: Khardani surname: Salah fullname: Salah, Khardani email: khardani_salah@yahoo.fr organization: Laboratoire de Physique Mathématique, Fonctions spéciales et Applications (P.M.F.S.A) Hammam-Sousse, Tunisia – sequence: 2 givenname: Slaoui orcidid: 0000-0001-5295-3311 surname: Yousri fullname: Yousri, Slaoui email: yousri.slaoui@math.univ-poitiers.fr organization: Laboratoire de Mathématiques et Application Univ. de Poitiers, Futuroscope Chasseneuil, France |
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Cites_doi | 10.1214/aos/1176345969 10.1111/1467-9469.00056 10.4310/SII.2016.v9.n3.a11 10.1214/aos/1176349019 10.1109/18.998089 10.1023/A:1004165218295 10.1006/jmva.2000.1973 10.1016/j.jkss.2009.10.001 10.1016/S0167-7152(98)00088-1 10.1016/j.jspi.2011.04.023 10.1111/j.1467-9469.2007.00591.x 10.1080/00031305.1990.10475741 10.1080/00401706.1977.10489526 10.1214/aos/1176345206 10.1016/j.jspi.2007.11.001 10.1023/A:1014692616736 10.1007/s40300-016-0084-9 10.1080/10485252.2014.982651 10.1109/24.159804 10.1214/08-EJS195 10.1080/01621459.1958.10501452 |
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Keywords | Censored data Relative regression Mean squared relative error Asymptotic normality Consistency |
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SubjectTerms | Asymptotic normality Censored data Consistency Mean squared relative error Relative regression Statistics |
Title | Nonparametric relative regression under random censorship model |
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