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Strong consistency of the nonparametric local linear regression estimation under censorship model (2004.02461v1)

Published 6 Apr 2020 in math.ST and stat.TH

Abstract: 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.

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