Strong consistency of the nonparametric local linear regression estimation under censorship model

Feriel Bouhadjera (1, 2) , Elias Ould Saïd (1) , Riad Mohamed Remita (2)

1 LMPA - Laboratoire de Mathématiques Pures et Appliquées Joseph Liouville
2 Laboratoire de Probabilités et Statistique - LaPS (Annaba, Algérie)

We introduce and study a local linear nonparametric regression estimator for censorship model. The main goal of this paper is, to establish the uniform almost sure consistency result with rate over a compact set for the new estimate. To support our theoretical result, a simulation study has been done to make comparison with the classical regression estimator.

Mots clés: censored data; rate of consistency; regression function; local linear estimation; survival analysis; uniform almost sure consistency

Domaines: Statistiques [math.ST]; Mathématiques [math]

Feriel Bouhadjera, Elias Ould Saïd, Riad Mohamed Remita. Strong consistency of the nonparametric local linear regression estimation under censorship model. 2020. ⟨hal-02532639⟩