Uniform limit laws of the logarithm for nonparametric estimators of the regression function in presence of censored data

DOI10.3103/S1066530709020045zbMATH Open1231.62068arXiv0709.2050OpenAlexW2129129923MaRDI QIDQ734568FDOQ734568

Authors: Bertrand Maillot, Vivian Viallon 

Publication date: 13 October 2009

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

Abstract: In this paper, we establish uniform-in-bandwidth limit laws of the logarithm for nonparametric Inverse Probability of Censoring Weighted (I.P.C.W.) estimators of the multivariate regression function under random censorship. A similar result is deduced for estimators of the conditional distribution function. The uniform-in-bandwidth consistency for estimators of the conditional density and the conditional hazard rate functions are also derived from our main result. Moreover, the logarithm laws we establish are shown to yield almost sure simultaneous asymptotic confidence bands for the functions we consider. Examples of confidence bands obtained from simulated data are displayed.

Full work available at URL: https://arxiv.org/abs/0709.2050

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zbMATH Keywords

censored regressionkernel estimatesinverse probability of censoring weighted estimateslaws of the logarithm

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Censored data models (62N01) Nonparametric tolerance and confidence regions (62G15) Strong limit theorems (60F15)

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Cited In (10)

• Uniform consistency and uniform in number of neighbors consistency for nonparametric regression estimates and conditional \(U\)-statistics involving functional data
• Asymptotic properties of conditional U -statistics using delta sequences
• Rates of the strong uniform consistency with rates for conditional \(U\)-statistics estimators with general kernels on manifolds
• On the variable bandwidth kernel estimation of conditional \(U\)-statistics at optimal rates in sup-norm
• Uniform in bandwidth consistency of conditional \(U\)-statistics adaptive to intrinsic dimension in presence of censored data
• Uniform-in-bandwidth kernel estimation for censored data
• A uniform law of the logarithm for a nonparametric estimate of the regression function under random censorship
• Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
• Uniform-in-bandwidth consistency results in the partially linear additive model components estimation
• Rates of the strong uniform consistency for the kernel-type regression function estimators with general kernels on manifolds

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