Nonparametric relative error estimation of the regression function for left truncated and right censored time series data

N. Bayarassou, F. Hamrani and E. Ould Saïd

Journal of Nonparametric Statistics, 2024, vol. 36, issue 3, 706-729

Abstract: The paper introduces a nonparametric estimator for the regression function of left truncated and right censored data, achieved through minimising the mean squared relative error. Under α-mixing condition, strong uniform convergence of the estimator is established with a rate over a compact set. An extensive simulation study is conducted to assess the estimator's performance, comparing its efficiency to that of the classical regression estimator for finite samples across various scenarios. Moreover, a real world application is presented to demonstrate the practical utility of the proposed estimator.

Date: 2024
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DOI: 10.1080/10485252.2023.2241572

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