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Nonparametric Relative Error Regression for LTRC Data

Authors

  • Latifa Adjoudj Lab. MSTD, Faculty of Mathematics University of Science and Technology Houari Boumediene BP 32, El-Alia 16111, Algeria
  • Siham Bey Lab. MSTD, Faculty of Mathematics University of Science and Technology Houari Boumediene BP 32, El-Alia 16111, Algeria
  • Zohra Guessoum Lab. MSTD, Faculty of Mathematics University of Science and Technology Houari Boumediene BP 32, El-Alia 16111, Algeria
  • Abdelkader Tatachak Lab. MSTD, Faculty of Mathematics University of Science and Technology Houari Boumediene BP 32, El-Alia 16111, Algeria

DOI:

https://doi.org/10.17713/ajs.v54i5.2005

Abstract

In the present work, we propose a new kernel estimator of the regression function based on the minimization of the mean squared relative error, when the response variable is subject to both random left truncation and right censoring (LTRC). Such variables typically appear in a medical or an engineering life test studies. Under classical conditions we establish the uniform consistency with a rate and the asymptotic normality for the estimator. The performance of the regression function estimator is evaluated on simulated data sets.

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How to Cite

Adjoudj, L., Bey, S., Guessoum, Z., & Tatachak, A. Nonparametric Relative Error Regression for LTRC Data. Austrian Journal of Statistics, 54(5), 28–50. https://doi.org/10.17713/ajs.v54i5.2005