Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/9543
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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