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2008 Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data
Mohammed Debbarh, Vivian Viallon
Electron. J. Statist. 2: 516-541 (2008). DOI: 10.1214/07-EJS117

Abstract

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.

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Mohammed Debbarh. Vivian Viallon. "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

Information

Published: 2008
First available in Project Euclid: 26 June 2008

zbMATH: 1320.62089
MathSciNet: MR2417392
Digital Object Identifier: 10.1214/07-EJS117

Subjects:
Primary: 62G08 , 62N01

Keywords: additive regression function , nonparametric estimation , Right censored data , uniform laws of the logarithm

Rights: Copyright © 2008 The Institute of Mathematical Statistics and the Bernoulli Society

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