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Single index regression models in the presence of censoring depending on the covariates

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  • Lopez, Olivier
  • Patilea, Valentin
  • Van Keilegom, Ingrid

Abstract

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  • Lopez, Olivier & Patilea, Valentin & Van Keilegom, Ingrid, 2013. "Single index regression models in the presence of censoring depending on the covariates," LIDAM Reprints ISBA 2013029, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvar:2013029
    Note: In : Bernoulli, vol. 19, no. 3, p. 721-747 (2013)
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    Cited by:

    1. Ouafae Benrabah & Feriel Bouhadjera & Elias Ould Saïd, 2022. "Local linear estimation of the regression function for twice censored data," Statistical Papers, Springer, vol. 63(2), pages 489-514, April.
    2. Chin-Tsang Chiang & Shao-Hsuan Wang & Ming-Yueh Huang, 2018. "Versatile estimation in censored single-index hazards regression," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 70(3), pages 523-551, June.
    3. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2015. "Tree-based censored regression with applications to insurance," Working Papers hal-01141228, HAL.
    4. Olivier Lopez & Xavier Milhaud & Pierre-Emmanuel Thérond, 2016. "Tree-based censored regression with applications in insurance," Post-Print hal-01141228, HAL.
    5. Fermanian, Jean-David & Lopez, Olivier, 2018. "Single-index copulas," Journal of Multivariate Analysis, Elsevier, vol. 165(C), pages 27-55.
    6. Bucher, Axel & El Ghouch, Anouar & Van Keilegom, Ingrid, 2014. "Single-index quantile regression models for censored data," LIDAM Discussion Papers ISBA 2014001, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    7. Jean-David Fermanian & Olivier Lopez, 2015. "Single-index copulae," Working Papers 2015-12, Center for Research in Economics and Statistics.

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