Asymptotic normality of the relative error regression function estimator for censored and time series data
Consider a survival time study, where a sequence of possibly censored failure times is observed with d-dimensional covariate The main goal of this article is to establish the asymptotic normality of the kernel estimator of the relative error regression function when the data exhibit some kind of dep...
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De Gruyter
2021
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oai:doaj.org-article:2fa062dce6054e60ba0f6dcbe3bdc68f2021-12-05T14:10:46ZAsymptotic normality of the relative error regression function estimator for censored and time series data2300-229810.1515/demo-2021-0107https://doaj.org/article/2fa062dce6054e60ba0f6dcbe3bdc68f2021-08-01T00:00:00Zhttps://doi.org/10.1515/demo-2021-0107https://doaj.org/toc/2300-2298Consider a survival time study, where a sequence of possibly censored failure times is observed with d-dimensional covariate The main goal of this article is to establish the asymptotic normality of the kernel estimator of the relative error regression function when the data exhibit some kind of dependency. The asymptotic variance is explicitly given. Some simulations are drawn to lend further support to our theoretical result and illustrate the good accuracy of the studied method. Furthermore, a real data example is treated to show the good quality of the prediction and that the true data are well inside in the confidence intervals.Bouhadjera FerielSaïd Elias OuldDe Gruyterarticleasymptotic normalitycensored datakernel smoothingprobability consistencyregression functionrelative errorstrong mixing62g0562g0862g3062n0162n0262p10Science (General)Q1-390MathematicsQA1-939ENDependence Modeling, Vol 9, Iss 1, Pp 156-178 (2021) |
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EN |
| topic |
asymptotic normality censored data kernel smoothing probability consistency regression function relative error strong mixing 62g05 62g08 62g30 62n01 62n02 62p10 Science (General) Q1-390 Mathematics QA1-939 |
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asymptotic normality censored data kernel smoothing probability consistency regression function relative error strong mixing 62g05 62g08 62g30 62n01 62n02 62p10 Science (General) Q1-390 Mathematics QA1-939 Bouhadjera Feriel Saïd Elias Ould Asymptotic normality of the relative error regression function estimator for censored and time series data |
| description |
Consider a survival time study, where a sequence of possibly censored failure times is observed with d-dimensional covariate The main goal of this article is to establish the asymptotic normality of the kernel estimator of the relative error regression function when the data exhibit some kind of dependency. The asymptotic variance is explicitly given. Some simulations are drawn to lend further support to our theoretical result and illustrate the good accuracy of the studied method. Furthermore, a real data example is treated to show the good quality of the prediction and that the true data are well inside in the confidence intervals. |
| format |
article |
| author |
Bouhadjera Feriel Saïd Elias Ould |
| author_facet |
Bouhadjera Feriel Saïd Elias Ould |
| author_sort |
Bouhadjera Feriel |
| title |
Asymptotic normality of the relative error regression function estimator for censored and time series data |
| title_short |
Asymptotic normality of the relative error regression function estimator for censored and time series data |
| title_full |
Asymptotic normality of the relative error regression function estimator for censored and time series data |
| title_fullStr |
Asymptotic normality of the relative error regression function estimator for censored and time series data |
| title_full_unstemmed |
Asymptotic normality of the relative error regression function estimator for censored and time series data |
| title_sort |
asymptotic normality of the relative error regression function estimator for censored and time series data |
| publisher |
De Gruyter |
| publishDate |
2021 |
| url |
https://doaj.org/article/2fa062dce6054e60ba0f6dcbe3bdc68f |
| work_keys_str_mv |
AT bouhadjeraferiel asymptoticnormalityoftherelativeerrorregressionfunctionestimatorforcensoredandtimeseriesdata AT saideliasould asymptoticnormalityoftherelativeerrorregressionfunctionestimatorforcensoredandtimeseriesdata |
| _version_ |
1718371711719571456 |