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Estimation non paramétrique de la fonction de régression pour des données censurées : méthodes locale linéaire et erreur relative

Abstract : In this thesis, we are interested in developing robust and efficient methods in the nonparametric estimation of the regression function. The model considered here is the right-hand randomly censored model which is the most used in different practical fields. First, we propose a new estimator of the regression function by the local linear method. We study its almost uniform convergence with rate. We improve the order of the bias term. Finally, we compare its performance with that of the classical kernel regression estimator using simulations. In the second step, we consider the regression function estimator, based on theminimization of the mean relative square error (called : relative regression estimator). We establish the uniform almost sure consistency with rate of the estimator defined for independent and identically distributed observations. We prove its asymptotic normality and give the explicit expression of the variance term. We conduct a simulation study to confirm our theoretical results. Finally, we have applied our estimator on real data. Then, we study the almost sure uniform convergence (on a compact set) with rate of the relative regression estimator for observations that are subject to a dependency structure of α-mixing type. A simulation study shows the good behaviour of the studied estimator. Predictions on generated data are carried out to illustrate the robustness of our estimator. Finally, we establish the asymptotic normality of the relative regression function estimator for α-mixing data. We construct the confidence intervals and perform a simulation study to validate our theoretical results. In addition to the analysis of the censored data, the common thread of this modest contribution is the proposal of two alternative prediction methods to classical regression. The first approach corrects the border effects created by classical kernel estimators and reduces the bias term. While the second is more robust and less affected by the presence of outliers in the sample.
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Submitted on : Monday, February 8, 2021 - 3:49:36 PM
Last modification on : Thursday, November 25, 2021 - 8:22:26 AM
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  • HAL Id : tel-03134914, version 1



Feriel Bouhadjera. Estimation non paramétrique de la fonction de régression pour des données censurées : méthodes locale linéaire et erreur relative. Statistiques [math.ST]. Université du Littoral Côte d'Opale; Université Badji Mokhtar-Annaba, 2020. Français. ⟨NNT : 2020DUNK0561⟩. ⟨tel-03134914⟩



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