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 . 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.
"Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data." Electron. J. Statist. 2 516 - 541, 2008. https://doi.org/10.1214/07-EJS117