A law of the iterated logarithm for error density estimator in censored linear regression

Fuxia Cheng

Journal of Nonparametric Statistics, 2022, vol. 34, issue 2, 283-298

Abstract: We consider the strong consistency of the nonparametric estimation of error density in linear regression with right censored data. The estimator is defined to be the kernel-smoothed estimator of error density, which makes use of the Kaplan-Meier estimator of the error distribution. We establish a point-wise law of the iterated logarithm for kernel-type error density estimator in censored Linear Regression.

Date: 2022
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DOI: 10.1080/10485252.2022.2042814

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