Local linear approach: Conditional density estimate for functional and censored data

Abstract

Let YY be a random real response, which is subject to right censoring by another random variable CC. In this paper, we study the nonparametric local linear estimation of the conditional density of a scalar response variable and when the covariable takes values in a semi-metric space. Our main aim is to prove under some regularity conditions both the pointwise and the uniform almost-sure consistencies with convergence rates of the conditional density estimator related by this estimation procedure.

Keywords

• functional data
• local linear estimator
• conditional density
• small balls probability
• censored data
• 62g05
• 62g07
• 62g20