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Nonparametric relative recursive regression estimators for censored data.
- Source :
-
Stochastic Models . 2020, Vol. 36 Issue 4, p638-660. 23p. - Publication Year :
- 2020
-
Abstract
- In this paper, we propose a relative recursive regression estimator for censored data defined by the stochastic approximation algorithm to deal with the presence of outliers or when the response is usually positive. We give the central limit theorem and the strong pointwise convergence rate for our proposed nonparametric relative recursive estimators under some mild conditions. We finally developed a second generation plug-in bandwidth selection procedure. [ABSTRACT FROM AUTHOR]
- Subjects :
- *STOCHASTIC approximation
*APPROXIMATION algorithms
*CENTRAL limit theorem
Subjects
Details
- Language :
- English
- ISSN :
- 15326349
- Volume :
- 36
- Issue :
- 4
- Database :
- Academic Search Index
- Journal :
- Stochastic Models
- Publication Type :
- Academic Journal
- Accession number :
- 146947022
- Full Text :
- https://doi.org/10.1080/15326349.2020.1828101