Local linear estimation of the conditional cumulative distribution function: Censored functional data case

Saâdia Rahmani () and Oussama Bouanani ()
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Saâdia Rahmani: Mathematics, Laboratory of Stochastic Models, Statistic and Applications, Dr. Taher Moulay University of Saida
Oussama Bouanani: Mathematics, Laboratory of Stochastic Models, Statistic and Applications, Dr. Taher Moulay University of Saida

Sankhya A: The Indian Journal of Statistics, 2023, vol. 85, issue 1, No 30, 769 pages

Abstract: Abstract In this paper, we estimate the conditional cumulative distribution function of a randomly censored scalar response variable given a functional random variable using the local linear approach. Under this structure, we state the asymptotic normality with explicit rates of the constructed estimator. Moreover, the usefulness of our results is illustrated through a simulated study.

Keywords: Asymptotic normality; Censored data; Conditional cumulative distribution; Functional data; Local linear estimation; 62G05; 62G20; 62G30; 62N01; 62N02 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s13171-021-00276-x

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