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Preprints, Working Papers, ... Year : 2020

Nonparametric local linear estimation of the relative error regression function for censorship model

Abstract

In this paper, we built a new nonparametric regression estimator with the local linear method by using the mean squared relative error as a loss function when the data are subject to random right censoring. We establish the uniform almost sure consistency with rate over a compact set of the proposed estimator. Some simulations are given to show the asymptotic behavior of the estimate in different cases.
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Dates and versions

hal-02532655 , version 1 (05-04-2020)

Identifiers

  • HAL Id : hal-02532655 , version 1

Cite

Feriel Bouhadjera, Elias Ould Saïd. Nonparametric local linear estimation of the relative error regression function for censorship model. 2020. ⟨hal-02532655⟩
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