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

04/06/2020

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by Feriel Bouhadjera, et al.

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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.

Feriel Bouhadjera
2 publications
Elias Saïd
2 publications

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