On the nonparametric estimation of the functional ψ-regression for a random left-truncation model

Saliha Derrar; Ali Laksaci; Elias Ould Saïd

doi:10.1080/15598608.2015.1032455

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On the nonparametric estimation of the functional ψ-regression for a random left-truncation model

Journal article

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On the nonparametric estimation of the functional ψ-regression for a random left-truncation model

Saliha Derrar, Ali Laksaci and Elias Ould Saïd

Journal of statistical theory and practice, Vol.9(4), pp.823-849

02/10/2015

DOI: https://doi.org/10.1080/15598608.2015.1032455

Abstract

Article

general

Mathematics and Statistics

Probability Theory and Stochastic Processes

Statistical Theory and Methods

Statistics

In this article we study a family of nonparametric estimators for the ψ -regression model when the response variable is subject to left-truncation by another random variable. Under standard assumptions, we get the almost complete convergence rate as well as asymptotic normality of the construct estimators. The obtained asymptotic normality permits getting a confidence interval usable in practice. Some simulations are drawn to illustrate the main results.

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Title: On the nonparametric estimation of the functional ψ-regression for a random left-truncation model
Creators - without role: Saliha Derrar - Laboratoire de Statistique et Processus Stochastiques, Université de Sidi Bel Abbès, Sidi Bel Abbès, Algeria
Ali Laksaci - Laboratoire de Statistique et Processus Stochastiques, Université de Sidi Bel Abbès, Sidi Bel Abbès, Algeria
Elias Ould Saïd - University of Lille Nord de France
Publication Details: Journal of statistical theory and practice, Vol.9(4), pp.823-849
Publisher: Springer International Publishing
Identifiers: 9922829508331
Academic Unit: King Khalid University
Language: English
Resource Type: Journal article