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arXiv · 2004.02466

Nonparametric local linear estimation of the relative error regression function for censorship model

Feriel Bouhadjera·Elias Saïd
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Abstract

In this paper, we built a new nonparametric regression estimator with the local linear method by using the mean squared relative error as a loss function when the data are subject to random right censoring. We establish the uniform almost sure consistency with rate over a compact set of the proposed estimator. Some simulations are given to show the asymptotic behavior of the estimate in different cases.

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Feriel Bouhadjera, Elias Saïd. 2020-04-06. Nonparametric local linear estimation of the relative error regression function for censorship model. https://arxiv.org/abs/2004.02466

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