Uniform limit laws of the logarithm for the additive regression function in presence of censored data
نویسندگان
چکیده
Abstract : It has been recently shown that nonparametric estimates of the additive regression function could be obtained in presence of censored data by coupling the marginal integration method with initial kernel-type Inverse Probability of Censoring Weighted estimators of the multivariate regression function (7). In this paper, we get the exact rate of strong uniform consistency for such estimators. Our uniform limit laws especially lead to the construction of asymptotic simultaneous 100% confidence bands for the true regression function.
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