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Let (<b>"X"</b><sub><b>"i"</b></sub>,<b>"Y"</b><sub><b>"i"</b></sub>) (<b>"i"</b>&equals;<b>"1"</b>,…,<b>"n"</b>) be "n" replications of a random vector (<b>"X"</b>,<b>"Y"</b> ), where "Y" is supposed to be subject to random right censoring. The data (<b>"X"</b><sub><b>"i"</b></sub>,<b>"Y"</b><sub><b>"i"</b></sub>) are assumed to come from a stationary "&agr;"-mixing process. We consider the problem of estimating the function...
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