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

被引:1
|
作者
Debbarh, Mohammed [2 ]
Viallon, Vivian [1 ]
机构
[1] Univ Paris 05, Hop Cochin, APHP,Dept Biostat, Fac Med, F-75014 Paris, France
[2] Univ Paris 06, Lab Stat Ther & Appl, F-75013 Paris, France
来源
关键词
nonparametric estimation; additive regression function; right censored data; uniform laws of the logarithm;
D O I
10.1214/07-EJS117
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
It has been recently shown that nonparametric estimators of the additive regression function could be obtained in the presence of right censoring by coupling the marginal integration method with initial kernel-type Inverse Probability of Censoring Weighted estimators of the multivariate regression function [10]. In this paper, we get the exact rate of strong uniform consistency for such estimators. Our uniform limit laws especially lead to the construction of asymptotic simultaneous 100% confidence bands for the true regression function.
引用
收藏
页码:516 / 541
页数:26
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