On the Nonparametric Estimation of the Functional ψ-Regression for a Random Left-Truncation Model

Abstract

In this article we study a family of nonparametric estimators for the ψ-regression model when the response variable is subject to left-truncation by another random variable. Under standard assumptions, we get the almost complete convergence rate as well as asymptotic normality of the construct estimators. The obtained asymptotic normality permits getting a confidence interval usable in practice. Some simulations are drawn to illustrate the main results.