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Nonparametric local linear estimation of the relative error regression function for censorship model (2004.02466v1)
Published 6 Apr 2020 in math.ST and stat.TH
Abstract: 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.