Adaptive Nonparametric Regression Estimation in Presence of Right Censoring

  title={Adaptive Nonparametric Regression Estimation in Presence of Right Censoring},
  author={E Philip Davis Brunel and Fabienne Comte},
In this paper, we consider the problem of estimating a regression function when the outcome is censored. Two strategies of estimation are proposed: a two-step strategy where the ratio of two projection estimators is used to estimate the regression function; a direct strategy based on a standard mean-square contrast for censored data. For both estimators, non-asymptotic bounds for the integrated mean-square risk are provided and data-driven model selection is performed. In most cases… CONTINUE READING

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