Kernel regression uniform rate estimation for censored data under $\alpha$-mixing condition

Abstract

In this paper, we study the behavior of a kernel estimator of the regression function in the right censored model with $\alpha$-mixing data . The uniform strong consistency over a real compact set of the estimate is established along with a rate of convergence. Some simulations are carried out to illustrate the behavior of the estimate with different examples for finite sample sizes.

Submitted to the Electronic Journal of Statistics (http://www.i-journals.org/ejs/) by the Institute of Mathematical Statistics (http://www.imstat.org)