nonparametric regression; selection bias; right censoring; bandwidth selection; asymptotic properties
Abstract :
[en] Suppose the random vector (X;Y) satis es the regression model Y = m(X)+sigma(X)*epsilon where m(X) = E[Y|X] and sigma²(X) = Var[Y|X] are unknown smooth functions and the error epsilon, with unknown distribution, is independent of the covariate X. The pair (X;Y) is subject to generalized selection biased and the response to right censoring. We construct a new estimator for the cumulative distribution function of the error epsilon, where the estimators of m(.) and sigma²(.) are obtained by extending the conditional estimation methods introduced in de Uña-Alvarez and Iglesias-Perez (2010). The asymptotic properties of the proposed estimator are established. A bootstrap technique is proposed to select the smoothing parameter involved in the procedure. This method is studied via extended simulations and applied to real unemployment data. Reference
de UNA-ALVAREZ, J., IGLESIAS-PEREZ, M.C. (2010): Nonparametric estimation of a conditional distribution from length-biased data. Annals of the Institute of Statistical Mathematics, Vol. 62, 323-341.
Disciplines :
Mathematics
Author, co-author :
Laurent, Géraldine ; Université de Liège - ULiège > HEC-Ecole de gestion : UER > UER Opérations
Heuchenne, Cédric ; Université de Liège - ULiège > HEC-Ecole de gestion : UER > Statistique appliquée à la gestion et à l'économie
Language :
English
Title :
Error distribution estimation in right censored and selection biased location-scale models
Publication date :
23 June 2011
Number of pages :
A5
Event name :
Graybill Conference 2011
Event organizer :
The Department of Statistics at Colorado State University
This website uses cookies to improve user experience. Read more
Save & Close
Accept all
Decline all
Show detailsHide details
Cookie declaration
About cookies
Strictly necessary
Performance
Strictly necessary cookies allow core website functionality such as user login and account management. The website cannot be used properly without strictly necessary cookies.
This cookie is used by Cookie-Script.com service to remember visitor cookie consent preferences. It is necessary for Cookie-Script.com cookie banner to work properly.
Performance cookies are used to see how visitors use the website, eg. analytics cookies. Those cookies cannot be used to directly identify a certain visitor.
Used to store the attribution information, the referrer initially used to visit the website
Cookies are small text files that are placed on your computer by websites that you visit. Websites use cookies to help users navigate efficiently and perform certain functions. Cookies that are required for the website to operate properly are allowed to be set without your permission. All other cookies need to be approved before they can be set in the browser.
You can change your consent to cookie usage at any time on our Privacy Policy page.