Strong consistency of local linear estimation of a conditional density function under random censorship

Abstract

In this paper, we study nonparametric local linear estimation of the conditional density of a randomly censored scalar response variable given a functional random covariate. We establish under general conditions the pointwise almost sure convergence with rates of this estimator under alpha -mixing dependence. Finally, to show interests of our results, on the practical point of view, we have conducted a computational study, first on a simulated data and, then on some real data concerning Kidney transplant data.