Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition

DOI10.1214/08-EJS195zbMath1329.62186arXiv0802.2800MaRDI QIDQ1952045

Zohra Guessoum, Elias Ould Saïd

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.2800

zbMATH Keywords

rate of convergencestrong mixingkernel estimatornonparametric regressioncensored datastrong consistency

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Estimation in survival analysis and censored data (62N02)

Related Items (8)

Central limit theorem for the kernel estimator of the regression function for censored time series ⋮ Non-parametric regression for spatially dependent data with wavelets ⋮ Non parametric estimation of the conditional density function with right-censored and dependent data ⋮ Relative error prediction: Strong uniform consistency for censoring time series model ⋮ Kernel regression estimation for LTRC and associated data ⋮ A note on estimating the conditional expectation under censoring and association: strong uniform consistency ⋮ Nonparametric relative regression under random censorship model ⋮ Asymptotic normality of the relative error regression function estimator for censored and time series data

Uses Software

• KernSmooth

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• Kernel density and hazard rate estimation for censored dependent data
• Mixing: Properties and examples
• Asymptotic properties of Kaplan-Meier estimator for censored dependent data
• Local M-estimator for nonparametric time series.
• Kernel density and hazard rate estimation for censored data under \(\alpha\)-mixing condition
• A note on variable selection in nonparametric regression with dependent data
• Generalized autoregressive conditional heteroscedasticity
• Uniform strong consistency of kernel density estimators under dependence
• Nonparametric functional data analysis. Theory and practice.
• Nonparametric Estimation from Incomplete Observations
• NONPARAMETRIC ESTIMATORS FOR TIME SERIES
• Non‐parametric Regression with Dependent Censored Data
• On nonparametric estimation of the regression function under random censorship model
• Non-linear time series models for non-linear random vibrations
• Estimation Non-paramétrique de la Régression: Revue Bibliographique
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Nonlinear autoregressive processes
• Local Polynomial Estimation of Regression Functions for Mixing Processes
• Estimation with correlated censored survival data with missing covariates
• Estimating equations for hazard ratio parameters based on correlated failure time data
• Estimating a distribution function for censored time series data

This page was built for publication: Kernel regression uniform rate estimation for censored data under \(\alpha\)-mixing condition