Esmaeil Shirazi - Department of Statistics, Faculty of Science, Gonbad Kavous University, Gonbad Kavous, Iran.
Reza Zarei - Department of Statistics, Faculty of Mathematical Sciences, University of Guilan, Rasht, Iran.

We consider a wavelet method for estimating a regression function nonparametrically, for consecutive survival data. In some statistical application to medical data, one is interested in sequentially observed periods of disease. In such situations we encounter with a set of data that may then be truncated and/or censored. Our goal is to estimate nonparametrically the regression functions of this type of the survival time data and investigate their asymptotic properties. A simulation study is conducted to investigate the performance of the proposed estimators.

Consecutive lifetime data, Nonparametric regression, Thresholded wavelet estimator