Afrika Statistika

Nonlinear wavelet regression function estimator for censored dependent data

Fateh Benatia and Djabrane Yahia

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Let $(Y,C,X)$ be a vector of random variables where $Y,$ $C$ and $X$ are, respectively, the interest variable, a right censoring and a covariable (predictor). In this paper, we introduce a new nonlinear wavelet-based estimator of the regression function in the right censorship model. An asymptotic expression for the mean integrated squared error of the estimator is obtained to both continuous and discontinuous curves. It is assumed that the lifetime observations form a stationary $\alpha-$mixing sequence.

Article information

Afr. Stat., Volume 7, Number 1 (2012), 391-411.

First available in Project Euclid: 1 February 2013

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Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 62G07: Density estimation 62G20: Asymptotic properties

Censored data Mean integrated squared error Nonlinear wavelet-based estimator Nonparametric regression Strong mixing


Yahia, Djabrane; Benatia, Fateh. Nonlinear wavelet regression function estimator for censored dependent data. Afr. Stat. 7 (2012), no. 1, 391--411.

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