A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
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Publication:2489867
DOI10.1016/j.spl.2005.09.002zbMath1141.62319OpenAlexW2008492196MaRDI QIDQ2489867
Publication date: 28 April 2006
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2005.09.002
Related Items (15)
Nonparametric local linear regression estimation for censored data and functional regressors ⋮ Local linear estimation of the conditional quantile for censored data and functional regressors ⋮ Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model ⋮ Empirical likelihood for conditional quantile with left-truncated and dependent data ⋮ Conditional quantile estimation with truncated, censored and dependent data ⋮ Asymptotic properties of conditional quantile estimator for censored dependent observations ⋮ Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors ⋮ Minimax estimation of the conditional cumulative distribution function ⋮ Conditional quantile estimation with auxiliary information for left-truncated and dependent data ⋮ Unnamed Item ⋮ Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality ⋮ CLT for single functional index quantile regression under dependence structure ⋮ Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications ⋮ Unnamed Item ⋮ Randomly censored quantile regression estimation using functional stationary ergodic data
Cites Work
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- Non-parametric estimation of conditional quantiles
- A kernel estimator of a conditional quantile
- A smooth conditional quantile estimator and related applications of conditional empirical processes
- Global nonparametric estimation of conditional quantile functions and their derivatives
- The strong law under random censorship
- On average derivative quantile regression
- Empirical likelihood inference for median regression models for censored survival data
- Prediction from randomly right censored data
- Relative deficiency of the Kaplan-Meier estimator with respect to a smoothed estimator
- Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications
- Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
- Nonparametric Estimation from Incomplete Observations
- Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
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