arXiv subjects

Elias Ould-Saïd

Publications and source records attributed to Elias Ould-Saïd.

2 recordsLinked to original sources

arXiv2008

A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data

In this paper we study some asymptotic properties of the kernel conditional quantile estimator with randomly left-truncated data which exhibit some kind of dependence. We extend the result obtained by Lemdani, Ould-Saïd and Poulin [16] in the iid case. The uniform strong convergence rate of the estimator under strong mixing hypothesis is obtained.

math.ST↗

arXiv2008

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

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.

math.ST↗