No full text
Book published as author, translator, etc. (Books)
Nonparametric Mean Preservation in Censored Regression
Heuchenne, Cédric
2009VDM Verlag
 

Files


Full Text
No document available.

Send to



Details



Abstract :
[en] The aim of this book is to estimate the conditional mean of some functions depending on the response variable Y (moments, distributions...) in regression models where this response is possibly censored. In parametric regression, polynomial and nonlinear conditional means are estimated in a new way while, in nonparametric regression, some new estimators are provided to approximate general L-functionals (conditional mean, trimmed mean, quantiles...). The ideas developed in those methods lead to establish more general results in nonparametric estimation of the conditional mean of functions depending on Y and other variables and where the response can follow other schemes of incomplete data (not only censored but also missing or length-biased data). For each procedure, asymptotic properties are established while finite sample behavior is studied via simulations. Examples from a variety of areas highlight the interest of using the proposed methodologies in practice.
Research center :
Center for Quantitative Methods and Operations Management (Quantom)
Disciplines :
Quantitative methods in economics & management
Author, co-author :
Heuchenne, Cédric ;  Université de Liège - ULiège > HEC-Ecole de gestion : UER > Statistique appliquée à la gestion et à l'économie
Language :
English
Title :
Nonparametric Mean Preservation in Censored Regression
Publication date :
2009
Publisher :
VDM Verlag
ISBN/EAN :
978-3836463911
Available on ORBi :
since 18 April 2010

Statistics


Number of views
180 (19 by ULiège)
Number of downloads
0 (0 by ULiège)

Bibliography


Similar publications



Contact ORBi