Nonparametric local linear estimation of the relative error regression function for censorship model

In this paper, we built a new nonparametric regression estimator with the local linear method by using the mean squared relative error as a loss function when the data are subject to random right censoring. We establish the uniform almost sure consistency with rate over a compact set of the proposed...

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Bibliographic Details
Main Authors Bouhadjera, Feriel, Saïd, Elias
Format Journal Article
LanguageEnglish
Published 06.04.2020
Subjects
Mathematics - Statistics Theory
Statistics - Theory
Online AccessGet full text
DOI10.48550/arxiv.2004.02466

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Summary:In this paper, we built a new nonparametric regression estimator with the local linear method by using the mean squared relative error as a loss function when the data are subject to random right censoring. We establish the uniform almost sure consistency with rate over a compact set of the proposed estimator. Some simulations are given to show the asymptotic behavior of the estimate in different cases.
DOI:10.48550/arxiv.2004.02466