Work

Local linear estimation for ergodic data under random censorship model in high dimensional statistics

Year: 2023

Type: article

Abstract: This paper addresses the problem of estimating the conditional density function of a randomly censored scalar response variable given a functional random variable. Furthermore, we suppose that the data are sampled from stationary ergodic process. We introduce a local linear type estimator of the conditional density function. Under less restrictive assumptions closely related to the concentration of the probability of small balls of the underlying covariate we state the almost complete convergence with explicit rates as well as the asymptotic normality of the constructed estimator. As a direct application, the same properties are established for the conditional mode function.

Source: Bulletin of the Institute of Mathematics Academia Sinica NEW SERIES

DOI: 10.21915/bimas.2023102

Authors: Rachida Rouane, Somia Ayad, Ali Laksaci, Saâdia Rahmani

Institutions: Université de Saida Dr Moulay Tahar, King Khalid University

Language: English

Topic: Statistical Methods and Inference

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W4367338492

FWCI:

Cites: 36

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Related to: 10