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

Benkhaled Abdelkader, Madani Fethi

Demonstratio Mathematica

2022

Vol. 55, nr 1

315--327

Let Y be a random real response, which is subject to right censoring by another random variable C . 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.