Nonparametric M-estimation for right censored regression model with stationary ergodic data

DOI10.1016/J.STAMET.2016.10.002zbMATH Open1487.62031OpenAlexW2963044609MaRDI QIDQ670191FDOQ670191

Authors: Mohamed Chaouch, N. Laïb, Elias Ould Saïd 

Publication date: 18 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

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 take its values in R^d (d >= 1) and the data are sampled from 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.

Full work available at URL: https://arxiv.org/abs/1605.00015

Recommendations

• Nonparametric robust regression estimation for censored data
• On robust nonparametric regression estimation for censored dependent data and functional regressor
• The kernel regression estimation for randomly censored functional stationary ergodic data
• Non‐parametric Regression with Dependent Censored Data
• Nonparametric M-estimation for functional stationary ergodic data

zbMATH Keywords

asymptotic normalitystrong consistencysynthetic datacensored dataconfidence intervalrobust estimationKaplan-Meier estimatorergodic data

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Estimation in survival analysis and censored data (62N02) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• A robust nonparametric estimation of the autoregression function under an ergodic hypothesis
• Approximation Theorems of Mathematical Statistics
• Asymptotic distribution of robust estimators for nonparametric models from mixing processes
• Asymptotic properties for an M-estimator of the regression function with truncation and dependent data
• Asymptotic properties of a nonparametric regression function estimator with randomly truncated data
• Central limit theorem for the kernel estimator of the regression function for censored time series
• Estimation with correlated censored survival data with missing covariates
• Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications
• Kernel estimates of the mean and the volatility functions in a nonlinear autoregressive model with ARCH errors
• Linear regression with censored data
• Nonparametric Estimation from Incomplete Observations
• Nonparametric \(M\)-regression for functional ergodic data
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
• Nonparametric regression with singular design.
• On nonparametric estimation of the regression function under random censorship model
• On robust nonparametric regression estimation for a functional regressor
• Prediction from randomly right censored data
• Randomly censored quantile regression estimation using functional stationary ergodic data
• Rates of strong consistencies of the regression function estimator for functional stationary ergodic data
• Regression \(M\)-estimators with doubly censored data
• Regression analysis with randomly right-censored data
• Regression model fitting with long memory errors
• Robust Estimation of a Location Parameter
• Robust estimators of high order derivatives of regression functions
• Robust nonparametric estimation for functional data
• Robust nonparametric regression estimation for dependent observations
• Robust regression function estimation
• Some asymptotic properties for a smooth kernel estimator of the conditional mode under random censorship
• Spherically symmetric multivariate beta family kernels
• Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations
• Subadditive mean ergodic theorems
• Uniform consistency of the kernel conditional Kaplan-Meier estimate
• Uniform ergodicity and strong mixing
• Uniform strong estimation under \(\alpha\)-mixing, with rates
• \(M\)-estimation in regression models for censored data

Cited In (12)

• On the local linear modelization of the conditional density for functional and ergodic data
• Nonparametric regression models for right-censored data using Bernstein polynomials
• The kernel regression estimation for randomly censored functional stationary ergodic data
• Local linear modelling of the conditional distribution function for functional ergodic data
• Title not available (Why is that?)
• Strong convergence of the functional nonparametric relative error regression estimator under right censoring
• Nonparametric robust regression estimation for censored data
• Uniform convergence of nonparametric regressions in competing risk models with right censoring
• Asymptotic properties of the conditional hazard function estimate by the local linear method for functional ergodic data
• Uniform limit theorems for a class of conditional \(Z\)-estimators when covariates are functions
• Computational treatment of the error distribution in nonparametric regression with right-censored and selection-biased data
• Consistency results of the M-regression function estimator for stationary continuous-time and ergodic data

This page was built for publication: Nonparametric \(M\)-estimation for right censored regression model with stationary ergodic data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q670191)