Abstract
AbstractIn this paper, we study nonparametric local linear estimation of the conditional density of a randomly censored scalar response variable given a functional random covariate. We establish under general conditions the pointwise almost sure convergence with rates of this estimator under $$\alpha $$
α
-mixing dependence. Finally, to show interests of our results, on the practical point of view, we have conducted a computational study, first on a simulated data and, then on some real data concerning Kidney transplant data.
Publisher
Springer Science and Business Media LLC
Reference23 articles.
1. Ait-Sahalia, Y.: Transition densities for interest rate and other non-linear diffusions. J. Finance 54, 1361–1395 (1999)
2. Barrientos-Marin, J.; Ferraty, F.; Vieu, P.: Locally modelled regression and functional data. J. Nonparametr. Stat. 22(3), 617–632 (2009)
3. Bashtannyk, D.M.; Hyndman, R.J.: Bandwidth selection for kernel conditional density estimation. Comput. Stat. Data Anal. 36, 279–298 (2001)
4. Baillo, A.; Grané, A.: Local linear regression for functional predictor and scalar response. J. Multivar. Anal. 100, 102–111 (2009)
5. Beran, R.: Nonparametric regression with randomly censored survival data, Technical Report, Department of Statistics, University of California, Berkeley, CA (1981)
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献