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Article Dans Une Revue Statistical Papers Année : 2021

Local linear estimation of the regression function for twice censored data

Résumé

This paper is concerned with a nonparametric estimator of the regression function based on the local linear estimation method in a twice censoring setting. The proposed method avoid the problem of boundary effect and reduces the bias term. Under suitable assumptions, the strong uniform almost sure consistency with rate is established and the finite sample properties of the local linear regression smoother is investigated by means of a simulation study.
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Dates et versions

hal-03942813 , version 1 (17-01-2023)

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Ouafae Benrabah, Feriel Bouhadjera, Elias Ould Saïd. Local linear estimation of the regression function for twice censored data. Statistical Papers, 2021, 63 (2), pp.489-514. ⟨10.1007/s00362-021-01240-5⟩. ⟨hal-03942813⟩
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