Kernel regression uniform rate estimation for censored data under $\alpha$-mixing condition

Zohra Guessoum; Elias Ould-Saïd

Kernel regression uniform rate estimation for censored data under $\alpha$-mixing condition

Statistics Theory 2008-02-21 v1 Statistics Theory

Authors: Zohra Guessoum , Elias Ould-Saïd

Abstract

In this paper, we study the behavior of a kernel estimator of the regression function in the right censored model with $\alpha$ -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.

Keywords

nonparametric regression density estimation reproducing kernel hilbert space

Cite

@article{arxiv.0802.2800,
  title  = {Kernel regression uniform rate estimation for censored data under $\alpha$-mixing condition},
  author = {Zohra Guessoum and Elias Ould-Saïd},
  journal= {arXiv preprint arXiv:0802.2800},
  year   = {2008}
}

Comments

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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