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Journal Articles Statistical Papers Year : 2022

Strong uniform consistency of the local linear relative error regression estimator under left truncation

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Abstract

This paper is concerned with a nonparametric estimator of the regression function based on the local linear method when the loss function is the mean squared relative error and the data left truncated. The proposed method avoids the problem of boundary effects and is robust against the presence of outliers. Under suitable assumptions, we establish the uniform almost sure strong consistency with a rate over a compact set. A simulation study is conducted to comfort our theoretical result. This is made according to different cases, sample sizes, rates of truncation, in presence of outliers and a comparison study is made with respect to classical, local linear and relative error estimators. Finally, an experimental prediction is given.
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Dates and versions

hal-03699621 , version 1 (20-06-2022)

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Feriel Bouhadjera, Mohamed Lemdani, Elias Ould Saïd. Strong uniform consistency of the local linear relative error regression estimator under left truncation. Statistical Papers, In press, ⟨10.1007/s00362-022-01325-9⟩. ⟨hal-03699621⟩
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