  The present paper deals with a nonparametric M-estimation for right censored
regression model with stationary ergodic data. Defined as an implicit function,
a kernel type estimator of a family of robust regression is considered when the
covariate take its values in R^d (d >= 1) and the data are sampled from
stationary ergodic process. The strong consistency (with rate) and the
asymptotic distribution of the estimator are established under mild
assumptions. Moreover, a usable confidence interval is provided which does not
depend on any unknown quantity. Our results hold without any mixing condition
and do not require the existence of marginal densities. A comparison study
based on simulated data is also provided.
