On the Nonparametric Estimation of the Functional ψ-Regression for a Random Left-Truncation Model

被引:12
|
作者
Derrar S. [1 ]
Laksaci A. [1 ]
Ould Said E. [2 ,3 ]
机构
[1] Laboratoire de Statistique et Processus Stochastiques, Université de Sidi Bel Abbès, Sidi Bel Abbès
[2] Université Lille Nord de France, LMPA, Centre de la Mi-Voix, Calais
[3] Université de Lille Nord France, ULCO, LMPA, Lille
关键词
Asymptotic normality; Functional data; Kernel estimator; Lynden-Bell estimator; Robust estimation; Small balls probabilities; Strong consistency; Truncated data;
D O I
10.1080/15598608.2015.1032455
中图分类号
学科分类号
摘要
In this article we study a family of nonparametric estimators for the ψ-regression model when the response variable is subject to left-truncation by another random variable. Under standard assumptions, we get the almost complete convergence rate as well as asymptotic normality of the construct estimators. The obtained asymptotic normality permits getting a confidence interval usable in practice. Some simulations are drawn to illustrate the main results. © Grace Scientific Publishing, LLC.
引用
收藏
页码:823 / 849
页数:26
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