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

Zohra Guessoum; Elias Ould-Saïd

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arXiv · 0802.2800

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

Zohra Guessoum·Elias Ould-Saïd

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Abstract

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

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Zohra Guessoum, Elias Ould-Saïd. 2008-02-20. Kernel regression uniform rate estimation for censored data under $α$-mixing condition. https://arxiv.org/abs/0802.2800

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