Strong consistency of the nonparametric local linear regression estimation under censorship model
Feriel Bouhadjera,
Elias Ould Saïd and
Mohamed Riad Remita
Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 20, 7056-7072
Abstract:
We introduce and study a local linear nonparametric regression estimator for censorship model. The main goal of this paper is, to establish the uniform almost sure consistency result with rate over a compact set for the new estimate. To support our theoretical result, a simulation study has been done to make comparison with the classical regression estimator.
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:51:y:2022:i:20:p:7056-7072
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DOI: 10.1080/03610926.2020.1870142
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