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Fixed Design Nonparametric Regression with Truncated and Censored Data

Fixed Design Nonparametric Regression with Truncated and Censored Data In this paper we consider a fixed design model in which the observations are subject to left truncation and right censoring. A generalized product-limit estimator for the conditional distribution at a given covariate value is proposed, and an almost sure asymptotic representation of this estimator is established. We also obtain the rate of uniform consistency, weak convergence and a modulus of continuity for this estimator. Applications include trimmed mean and quantile function estimators. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Fixed Design Nonparametric Regression with Truncated and Censored Data

Acta Mathematicae Applicatae Sinica , Volume 19 (2) – Jan 1, 2003

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References (14)

Publisher
Springer Journals
Copyright
Copyright © 2003 by Springer-Verlag Berlin Heidelberg
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-003-0098-y
Publisher site
See Article on Publisher Site

Abstract

In this paper we consider a fixed design model in which the observations are subject to left truncation and right censoring. A generalized product-limit estimator for the conditional distribution at a given covariate value is proposed, and an almost sure asymptotic representation of this estimator is established. We also obtain the rate of uniform consistency, weak convergence and a modulus of continuity for this estimator. Applications include trimmed mean and quantile function estimators.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jan 1, 2003

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