Mean square convergence for estimators of additive regression under random censorship

Mohammed Debbarh; Vivian Viallon

doi:10.1016/j.crma.2006.12.002

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Mean square convergence for estimators of additive regression under random censorship
[Convergence en moyenne quadratique de l'estimateur de la fonction de régression additive en données censurées]

Présenté par : Paul Deheuvels

Mohammed Debbarh ¹ ; Vivian Viallon ¹

¹ L.S.T.A. université de Paris 6, 175, rue du Chevaleret, 75013 Paris, France

Comptes Rendus. Mathématique, Volume 344 (2007) no. 3, pp. 205-210.

Résumé
Abstract

Dans cette Note, nous proposons d'établir la vitesse de convergence en moyenne quadratique de l'estimateur d'une fonction de régression additive en données censurées. Pour construire nos estimateurs, nous combinons la méthode d'intégration marginale à des estimateurs de la fonction de régression multivariée de type Inverse Probability of Censoring Weighted $[I . P . C . W .]$ .

In this Note, we establish the mean square convergence rate for estimators of an additive regression function under random censorship. To build our estimator, the marginal integration method is coupled with some Inverse Probability of Censoring Weighted $[I . P . C . W .]$ estimates of the multivariate regression function.

Reçu le : 2006-06-19
Accepté le : 2006-12-01
Publié le : 2007-01-10

DOI : 10.1016/j.crma.2006.12.002

Affiliations des auteurs :

Mohammed Debbarh ¹ ; Vivian Viallon ¹

¹ L.S.T.A. université de Paris 6, 175, rue du Chevaleret, 75013 Paris, France

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     author = {Mohammed Debbarh and Vivian Viallon},
     title = {Mean square convergence for estimators of additive regression under random censorship},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {205--210},
     publisher = {Elsevier},
     volume = {344},
     number = {3},
     year = {2007},
     doi = {10.1016/j.crma.2006.12.002},
     language = {en},
}

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Mohammed Debbarh; Vivian Viallon. Mean square convergence for estimators of additive regression under random censorship. Comptes Rendus. Mathématique, Volume 344 (2007) no. 3, pp. 205-210. doi : 10.1016/j.crma.2006.12.002. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2006.12.002/

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