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Kernel estimation of the conditional density under a censorship model

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  • Aouicha, Lamia
  • Messaci, Fatiha

Abstract

We establish the mean square convergence, with rate, for an introduced kernel estimator of the conditional density function when the response variable is twice censored. The common case of right censored data can be derived as a particular case.

Suggested Citation

  • Aouicha, Lamia & Messaci, Fatiha, 2019. "Kernel estimation of the conditional density under a censorship model," Statistics & Probability Letters, Elsevier, vol. 145(C), pages 173-180.
    • Handle: RePEc:eee:stapro:v:145:y:2019:i:c:p:173-180
    DOI: 10.1016/j.spl.2018.09.009
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    References listed on IDEAS

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    1. Messaci, Fatiha, 2010. "Local averaging estimates of the regression function with twice censored data," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1508-1511, October.
    2. Kebabi, K. & Laroussi, I. & Messaci, F., 2011. "Least squares estimators of the regression function with twice censored data," Statistics & Probability Letters, Elsevier, vol. 81(11), pages 1588-1593, November.
    3. Arora, Siddharth & Taylor, James W., 2016. "Forecasting electricity smart meter data using conditional kernel density estimation," Omega, Elsevier, vol. 59(PA), pages 47-59.
    4. Kebabi, Khedidja & Messaci, Fatiha, 2012. "Rate of the almost complete convergence of a kernel regression estimate with twice censored data," Statistics & Probability Letters, Elsevier, vol. 82(11), pages 1908-1913.
    5. Boukeloua, Mohamed, 2015. "Rates of mean square convergence of density and failure rate estimators under twice censoring," Statistics & Probability Letters, Elsevier, vol. 106(C), pages 121-128.
    6. Wen, Kuangyu & Wu, Ximing, 2017. "Smoothed kernel conditional density estimation," Economics Letters, Elsevier, vol. 152(C), pages 112-116.
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    Cited by:

    1. Ouafae Benrabah & Feriel Bouhadjera & Elias Ould Saïd, 2022. "Local linear estimation of the regression function for twice censored data," Statistical Papers, Springer, vol. 63(2), pages 489-514, April.

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