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Title: | Non-parametric regression with dependent censored data | Authors: | El Ghouch, Anouar VAN KEILEGOM, Ingrid |
Issue Date: | 2008 | Publisher: | BLACKWELL PUBLISHING | Source: | SCANDINAVIAN JOURNAL OF STATISTICS, 35(2). p. 228-247 | Abstract: | Let (X-i,Y-i) (i=1,...,n) be n replications of a random vector (X,Y ), where Y is supposed to be subject to random right censoring. The data (X-i,Y-i) are assumed to come from a stationary alpha-mixing process. We consider the problem of estimating the function m(x) = E(phi(Y) vertical bar X=x), for some known transformation phi. This problem is approached in the following way: first, we introduce a transformed variable Y-i*, that is not subject to censoring and satisfies the relation E(phi(Y-i) vertical bar X-i = x) = E(phi(Y-i* vertical bar X-i = x)and then we estimate m(x) by applying local linear regression techniques. As a by-product, we obtain a general result on the uniform rate of convergence of kernel type estimators of functionals of an unknown distribution function, under strong mixing assumptions. | Notes: | [El Ghouch, Anouar; Van Keilegom, Ingrid] Univ Catholique Louvain, Inst Stat, B-1348 Louvain, Belgium. | Keywords: | censoring; local linear smoothing; strong mixing; survival analysis | Document URI: | http://hdl.handle.net/1942/9543 | ISSN: | 0303-6898 | e-ISSN: | 1467-9469 | DOI: | 10.1111/j.1467-9469.2007.00586.x | ISI #: | 000255836500003 | Category: | A1 | Type: | Journal Contribution |
Appears in Collections: | Research publications |
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