Relative Error Prediction for Twice Censored Data
- Авторы: Khardani S.1
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Учреждения:
- Lab. de Phys. Math.
- Выпуск: Том 28, № 4 (2019)
- Страницы: 291-306
- Раздел: Article
- URL: https://journals.rcsi.science/1066-5307/article/view/225941
- DOI: https://doi.org/10.3103/S1066530719040045
- ID: 225941
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Аннотация
In this paper we consider the problem of non-parametric relative regression for twice censored data. We introduce and study a new estimate of the regression function when it is appropriate to assess performance in terms of mean squared relative error of prediction. We establish the uniform consistency with rate over a compact set and asymptotic normality of the estimator suitably normalized. The asymptotic variance is explicitly given. A Monte Carlo study is carried out to evaluate the performance of this estimate.
Об авторах
S. Khardani
Lab. de Phys. Math.
Автор, ответственный за переписку.
Email: khardani_salah@yahoo.fr
Тунис, Hammam-Sousse