Strong consistency of the local linear relative regression estimator for censored data - INRAE - Institut national de recherche pour l’agriculture, l’alimentation et l’environnement
Article Dans Une Revue Opuscula Mathematica Année : 2022

Strong consistency of the local linear relative regression estimator for censored data

Résumé

In this paper, we combine the local linear approach to the relative error regression estimation method to build a new estimator of the regression operator when the response variable is subject to random right censoring. We establish the uniform almost sure consistency with rate over a compact set of the proposed estimator. Numerical studies, firstly on simulated data, then on a real data set concerning the death times of kidney transplant patients, were conducted. These practical studies clearly show the superiority of the new estimator compared to competitive estimators.
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Dates et versions

hal-04017722 , version 1 (07-03-2023)

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Feriel Bouhadjera, Elias Ould Said. Strong consistency of the local linear relative regression estimator for censored data. Opuscula Mathematica, 2022, 42 (6), pp.805-832. ⟨10.7494/opmath.2022.42.6.805⟩. ⟨hal-04017722⟩
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