Nonparametric local linear estimation of the relative error regression function for censorship model
Statistics Theory
2020-04-07 v1 Statistics Theory
Abstract
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.
Cite
@article{arxiv.2004.02466,
title = {Nonparametric local linear estimation of the relative error regression function for censorship model},
author = {Feriel Bouhadjera and Elias Saïd},
journal= {arXiv preprint arXiv:2004.02466},
year = {2020}
}