Article Dans Une Revue Statistics and Probability Letters Année : 2021

Nonparametric local linear estimation of the relative error regression function for twice censored data

Résumé

This paper deals with the problem of nonparametric relative error regression function estimation for twice censored data. A new estimate is proposed, which is built by combining the local linear approach and relative error estimation. A uniform almost sure consistency with rate over a compact set is established. A numerical study is carried out to assess the performance of the proposed estimator. Practical results indicate the robustness of the new estimate compared to other existing estimators in the presence of censored and outliers datum.

Dates et versions

hal-03771991 , version 1 (07-09-2022)

Identifiants

Citer

Feriel Bouhadjera, Ould-Saïd Elias. Nonparametric local linear estimation of the relative error regression function for twice censored data. Statistics and Probability Letters, 2021, 178, pp.109185. ⟨10.1016/j.spl.2021.109185⟩. ⟨hal-03771991⟩
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