Unpublished conference/Abstract (Scientific congresses and symposiums)
Asymptotic properties of the error distribution estimation in right censored and selection biased regression models
Laurent, Géraldine; Heuchenne, Cédric
20121st Conference of the International Society for NonParametric Statistics
 

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Keywords :
nonparametric regression; selection bias; right censoring; asymptotic properties
Abstract :
[en] Suppose the random vector (X,Y) satisfies the nonparametric regression model Y=m(X)+sigma(X)*epsilon where m(X) =E [Y|X] and sigma^2(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 bias selection and the response Y to right censoring. We define a new estimator for the cumulative distribution function of the error epsilon, where the estimators of m(.) and sigma^2(.) 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. Finally, this method is studied via extended simulations and applied to real data.
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 :
Asymptotic properties of the error distribution estimation in right censored and selection biased regression models
Publication date :
16 June 2012
Event name :
1st Conference of the International Society for NonParametric Statistics
Event organizer :
ISNPS
Event place :
Chalkidiki, Greece
Event date :
15-19 June 2012
Audience :
International
Available on ORBi :
since 27 June 2012

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