Relative error prediction from censored data under α-mixing condition

S. Khardani, W. Nefzi and C. Thabet
Theory of Stochastic Processes
Vol.28 (44), no.1, 2024, pp.34-49
In this paper, we address the case of a randomly right-censored model when the data exhibit some kind of dependency. We build and study a new nonparametric regression estimator by using the mean squared relative error as a loss function. Under classical conditions, we establish the uniform consistency with rate and asymptotic normality of the estimator suitably normalized.
DOI: https://doi.org/10.3842/tsp-0731915872-49
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