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Guided Censored Regression

Author

Listed:
  • Majda Talamakrouni
  • Anouar El Ghouch
  • Ingrid Van Keilegom

Abstract

type="main" xml:id="sjos12103-abs-0001"> Parametrically guided non-parametric regression is an appealing method that can reduce the bias of a non-parametric regression function estimator without increasing the variance. In this paper, we adapt this method to the censored data case using an unbiased transformation of the data and a local linear fit. The asymptotic properties of the proposed estimator are established, and its performance is evaluated via finite sample simulations.

Suggested Citation

  • Majda Talamakrouni & Anouar El Ghouch & Ingrid Van Keilegom, 2015. "Guided Censored Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 214-233, March.
    • Handle: RePEc:bla:scjsta:v:42:y:2015:i:1:p:214-233
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    File URL: http://hdl.handle.net/10.1111/sjos.12103
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    References listed on IDEAS

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    1. Michel Delecroix & Olivier Lopez & Valentin Patilea, 2008. "Nonlinear Censored Regression Using Synthetic Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(2), pages 248-265, June.
    2. Ingrid Van Keilegom & Noël Veraverbeke, 1997. "Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 49(3), pages 467-491, September.
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    5. Carlos Martins-Filho & Feng Yao, 2006. "A Note on the Use of V and U Statistics in Nonparametric Models of Regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(2), pages 389-406, June.
    6. Gozalo, Pedro & Linton, Oliver, 2000. "Local nonlinear least squares: Using parametric information in nonparametric regression," Journal of Econometrics, Elsevier, vol. 99(1), pages 63-106, November.
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    8. Lopez, O. & Patilea, V., 2009. "Nonparametric lack-of-fit tests for parametric mean-regression models with censored data," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 210-230, January.
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