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 $$\alp...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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SpringerOpen
2020-05-01
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| Series: | Arabian Journal of Mathematics |
| Subjects: | |
| Online Access: | https://doi.org/10.1007/s40065-020-00282-1 |
| _version_ | 1818453786277969920 |
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| author | Abdelkader Benkhaled Fethi Madani Salah Khardani |
| author_facet | Abdelkader Benkhaled Fethi Madani Salah Khardani |
| author_sort | Abdelkader Benkhaled |
| collection | DOAJ |
| description | Abstract In this paper, we study nonparametric local linear estimation of the conditional density of a randomly censored scalar response variable given a functional random covariate. We establish under general conditions the pointwise almost sure convergence with rates of this estimator under $$\alpha $$ α -mixing dependence. Finally, to show interests of our results, on the practical point of view, we have conducted a computational study, first on a simulated data and, then on some real data concerning Kidney transplant data. |
| first_indexed | 2024-12-14T21:44:31Z |
| format | Article |
| id | doaj.art-821825a27bae44c6867cb8f3a403c4ed |
| institution | Directory Open Access Journal |
| issn | 2193-5343 2193-5351 |
| language | English |
| last_indexed | 2024-12-14T21:44:31Z |
| publishDate | 2020-05-01 |
| publisher | SpringerOpen |
| record_format | Article |
| series | Arabian Journal of Mathematics |
| spelling | doaj.art-821825a27bae44c6867cb8f3a403c4ed2022-12-21T22:46:23ZengSpringerOpenArabian Journal of Mathematics2193-53432193-53512020-05-019351352910.1007/s40065-020-00282-1Strong consistency of local linear estimation of a conditional density function under random censorshipAbdelkader Benkhaled0Fethi Madani1Salah Khardani2University Djilali Liabes of Sidi Bel AbbesLaboratory of Stochastic Models, Statistic and Applications (LMSSA), University Tahar Moulay of SaïdaLMPA, ULCO, University of LilleAbstract In this paper, we study nonparametric local linear estimation of the conditional density of a randomly censored scalar response variable given a functional random covariate. We establish under general conditions the pointwise almost sure convergence with rates of this estimator under $$\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.https://doi.org/10.1007/s40065-020-00282-162G0562G0762G0862G3562G20 |
| spellingShingle | Abdelkader Benkhaled Fethi Madani Salah Khardani Strong consistency of local linear estimation of a conditional density function under random censorship Arabian Journal of Mathematics 62G05 62G07 62G08 62G35 62G20 |
| title | Strong consistency of local linear estimation of a conditional density function under random censorship |
| title_full | Strong consistency of local linear estimation of a conditional density function under random censorship |
| title_fullStr | Strong consistency of local linear estimation of a conditional density function under random censorship |
| title_full_unstemmed | Strong consistency of local linear estimation of a conditional density function under random censorship |
| title_short | Strong consistency of local linear estimation of a conditional density function under random censorship |
| title_sort | strong consistency of local linear estimation of a conditional density function under random censorship |
| topic | 62G05 62G07 62G08 62G35 62G20 |
| url | https://doi.org/10.1007/s40065-020-00282-1 |
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