Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7547682 | Statistical Methodology | 2016 | 31 Pages |
Abstract
The present paper deals with a nonparametric M-estimation for right censored regression model with stationary ergodic data. Defined as an implicit function, a kernel-type estimator of a family of robust regression is considered when the covariate takes its values in Rd (dâ¥1) and the data are sampled from a stationary ergodic process. The strong consistency (with rate) and the asymptotic distribution of the estimator are established under mild assumptions. Moreover, a usable confidence interval is provided which does not depend on any unknown quantity. Our results hold without any mixing condition and do not require the existence of marginal densities. A comparison study based on simulated data is also provided.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mohamed Chaouch, Naâmane Laïb, Elias Ould Saïd,