Abstract:Nonparametric regression is of primary importance in many statistical applications. For the data with censored outcomes, how to construct a confidence band for a regression function is a basic issue but has limited research. We propose a procedure to construct the pointwise and simultaneous confidence bands for a regression function based on a debiased estimator, which is proposed by correcting the bias of the original kernel regression estimator. The corresponding theoretical properties such as consistency, c… Show more
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