Strong consistency of local linear estimation of a conditional density function under random censorship
Abstract In this paper, we study nonparametric local linear estimation of the conditional density of a randomly censored scalar response variable given a functional random covariate. We establish under general conditions the pointwise almost sure convergence with rates of this estimator under $$\alp...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2020-05-01
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| Series: | Arabian Journal of Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/s40065-020-00282-1 |
| Summary: | Abstract In this paper, we study nonparametric local linear estimation of the conditional density of a randomly censored scalar response variable given a functional random covariate. We establish under general conditions the pointwise almost sure convergence with rates of this estimator under $$\alpha $$ α -mixing dependence. Finally, to show interests of our results, on the practical point of view, we have conducted a computational study, first on a simulated data and, then on some real data concerning Kidney transplant data. |
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| ISSN: | 2193-5343 2193-5351 |