Bernstein polynomial of recursive regression estimation with censored data

被引:1
|
作者
Slaoui, Yousri [1 ]
机构
[1] Univ Poitiers, Lab Math & Appl, Poitiers, France
关键词
Asymptotic convergence; Bernstein polynomial; censored data; nonparametric regression estimation; stochastic approximation algorithm; STOCHASTIC-APPROXIMATION METHOD; NONPARAMETRIC REGRESSION; DENSITY ESTIMATORS; SMOOTH ESTIMATION;
D O I
10.1080/15326349.2022.2063335
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
In this paper, we deal with the problem of the regression estimation near the edges under censoring. For this purpose, we consider a new recursive estimator based on the stochastic approximation algorithm and Bernstein polynomials of the regression function when the response random variable is subject to random right censoring. We give the central limit theorem and the strong pointwise convergence rate for our proposed nonparametric recursive estimators under some mild conditions. Finally, we provide pointwise moderate deviation principles (MDP) for the proposed estimators. We corroborate these theoretical results through simulations as well as the analysis of a real data set.
引用
收藏
页码:462 / 487
页数:26
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