jeudi 26 juin 15h00, à Calais.

Intervenant: 
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Han-Ying Liang


Titre: 
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«Estimation in nonparametric regression with truncated, censored 
and dependent data»

Résumé:
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In this talk, we construct the Nadaraya-Watson (NW) and local linear (LL) estimators of conditional mean functions and their derivatives for a left truncated and right censored model. The target function includes the regression function, the conditional moment as well as the conditional distribution function as special cases. It is assumed that the lifetime observations with covariates form a stationary $\alpha$-mixing sequence. Asymptotic normality of the estimators is established. Finite sample behavior of the estimators is investigated via simulations. A real data illustration is included too. At the same time, we construct a weighted estimator of the conditional mean function, and prove its asymptotic properties.