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Asymptotic Properties of a Nonparametric Regression Function Estimator with Randomly Truncated Data

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  • Elias Ould-Saïd
  • Mohamed Lemdani

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  • Elias Ould-Saïd & Mohamed Lemdani, 2006. "Asymptotic Properties of a Nonparametric Regression Function Estimator with Randomly Truncated Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 58(2), pages 357-378, June.
    • Handle: RePEc:spr:aistmt:v:58:y:2006:i:2:p:357-378
    DOI: 10.1007/s10463-005-0011-y
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    References listed on IDEAS

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    1. Györfi L. & Kohler M. & Walk H., 1998. "Weak And Strong Universal Consistency Of Semi-Recursive Kernel And Partitioning Regression Estimates," Statistics & Risk Modeling, De Gruyter, vol. 16(1), pages 1-18, January.
    2. Arthur Lewbel & Oliver Linton, 2002. "Nonparametric Censored and Truncated Regression," Econometrica, Econometric Society, vol. 70(2), pages 765-779, March.
    3. Park, Jinho, 2004. "Optimal global rate of convergence in nonparametric regression with left-truncated and right-censored data," Journal of Multivariate Analysis, Elsevier, vol. 89(1), pages 70-86, April.
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    Citations

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    Cited by:

    1. Feriel Bouhadjera & Mohamed Lemdani & Elias Ould Saïd, 2023. "Strong uniform consistency of the local linear relative error regression estimator under left truncation," Statistical Papers, Springer, vol. 64(2), pages 421-447, April.
    2. Saliha Derrar & Ali Laksaci & Elias Ould Saïd, 2020. "M-estimation of the regression function under random left truncation and functional time series model," Statistical Papers, Springer, vol. 61(3), pages 1181-1202, June.
    3. Du, Jiang & Zhang, Zhongzhan & Xie, Tianfa, 2018. "A weighted M-estimator for linear regression models with randomly truncated data," Statistics & Probability Letters, Elsevier, vol. 138(C), pages 90-94.
    4. Lemdani, Mohamed & Ould-Saïd, Elias & Poulin, Nicolas, 2009. "Asymptotic properties of a conditional quantile estimator with randomly truncated data," Journal of Multivariate Analysis, Elsevier, vol. 100(3), pages 546-559, March.
    5. Han-Ying Liang & Jacobo Uña-Álvarez & María Iglesias-Pérez, 2011. "Local polynomial estimation of a conditional mean function with dependent truncated data," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 20(3), pages 653-677, November.
    6. Hong-Xia Xu & Zhen-Long Chen & Jiang-Feng Wang & Guo-Liang Fan, 2019. "Quantile regression and variable selection for partially linear model with randomly truncated data," Statistical Papers, Springer, vol. 60(4), pages 1137-1160, August.
    7. Guessoum Zohra & Ould-Said Elias, 2009. "On nonparametric estimation of the regression function under random censorship model," Statistics & Risk Modeling, De Gruyter, vol. 26(3), pages 159-177, April.
    8. Hong-Xia Xu & Guo-Liang Fan & Zhen-Long Chen & Jiang-Feng Wang, 2018. "Weighted quantile regression and testing for varying-coefficient models with randomly truncated data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(4), pages 565-588, October.
    9. Han-Ying Liang & Elias Ould Saïd, 2018. "A weighted estimator of conditional hazard rate with left-truncated and dependent data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(1), pages 155-189, February.
    10. Zhou, Weihua, 2011. "A weighted quantile regression for randomly truncated data," Computational Statistics & Data Analysis, Elsevier, vol. 55(1), pages 554-566, January.
    11. Wang, Jiang-Feng & Ma, Wei-Min & Zhang, Hui-Zeng & Wen, Li-Min, 2013. "Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1571-1579.
    12. Paulsen, Jostein & Lunde, Astrid & Skaug, Hans Julius, 2008. "Fitting mixed-effects models when data are left truncated," Insurance: Mathematics and Economics, Elsevier, vol. 43(1), pages 121-133, August.
    13. Liang, Han-Ying & Li, Deli & Qi, Yongcheng, 2009. "Strong convergence in nonparametric regression with truncated dependent data," Journal of Multivariate Analysis, Elsevier, vol. 100(1), pages 162-174, January.
    14. Moreira, C. & de Uña-Álvarez, J. & Meira-Machado, L., 2016. "Nonparametric regression with doubly truncated data," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 294-307.
    15. Han-Ying Liang, 2012. "Weighted nonparametric regression estimation with truncated and dependent data," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 24(4), pages 1051-1073, December.
    16. Wang, Jiang-Feng & Ma, Wei-Min & Fan, Guo-Liang & Wen, Li-Min, 2015. "Local linear quantile regression with truncated and dependent data," Statistics & Probability Letters, Elsevier, vol. 96(C), pages 232-240.

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