Hassiba Benseradj

Almost sure convergence with rate of a robust regression estimator for twice-censored data

In this paper, we propose a new kernel M-estimator of the regression function using nonparametric methods for twice-censored data. The almost sure (a.s.) convergence with rate over a compact set of the estimator is established under appropriate conditions using an unbounded score function. As a by-product, we build a N...