Titre :

Strong uniform consistency of the local linear relative error regression estimator under left truncation

Auteur(s) :

Bouhadjera, Feriel [Auteur]
Mathématiques, Informatique et STatistique pour l'Environnement et l'Agronomie [MISTEA]
Lemdani, Mohamed [Auteur]
METRICS : Evaluation des technologies de santé et des pratiques médicales - ULR 2694
Said, Elias Ould [Auteur]
Laboratoire de Mathématiques Pures et Appliquées Joseph Liouville [LMPA]
Université du Littoral Côte d'Opale [ULCO]

Titre de la revue :

Statistical Papers

Nom court de la revue :

Stat. Pap.

Numéro :

64

Pagination :

421–447

Date de publication :

2022-06-13

ISSN :

0932-5026

Mot(s)-clé(s) en anglais :

Left truncated data
Local linear fit
Rate of consistency
Regression function
Relative error
Uniform almost sure consistency

Discipline(s) HAL :

Sciences du Vivant [q-bio]

Résumé en anglais : [en]

This paper is concerned with a nonparametric estimator of the regression function based on the local linear method when the loss function is the mean squared relative error and the data left truncated. The proposed method ...
Lire la suite >This paper is concerned with a nonparametric estimator of the regression function based on the local linear method when the loss function is the mean squared relative error and the data left truncated. The proposed method avoids the problem of boundary effects and is robust against the presence of outliers. Under suitable assumptions, we establish the uniform almost sure strong consistency with a rate over a compact set. A simulation study is conducted to comfort our theoretical result. This is made according to different cases, sample sizes, rates of truncation, in presence of outliers and a comparison study is made with respect to classical, local linear and relative error estimators. Finally, an experimental prediction is given.Lire moins >

Langue :

Anglais

Audience :

Internationale

Vulgarisation :

Non

Établissement(s) :

Université de Lille
CHU Lille

Collections :

• METRICS : Evaluation des technologies de santé et des pratiques médicales - ULR 2694

Date de dépôt :

2023-11-15T10:12:42Z
2024-04-15T15:06:04Z