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

DOI10.3150/12-BEJ464zbMath1273.62089arXiv1111.6232OpenAlexW2145047161MaRDI QIDQ358124

Olivier Lopez, Valentin Patilea, Ingrid Van Keilegom

Publication date: 16 August 2013

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1111.6232

zbMATH Keywords

dimension reductionsurvival analysissemiparametric regressionright censoringmultivariate distributionscurse-of-dimensionality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items (11)

The Impact of Churn on Client Value in Health Insurance, Evaluation Using a Random Forest Under Various Censoring Mechanisms ⋮ Local linear estimation of the regression function for twice censored data ⋮ Efficient Estimation for Dimension Reduction with Censored Survival Data ⋮ Tree-based censored regression with applications in insurance ⋮ On the robust regression for a censored response data in the single functional index model ⋮ Single index Fréchet regression ⋮ Varying coefficient models having different smoothing variables with randomly censored data ⋮ Single-index copulas ⋮ Unnamed Item ⋮ Versatile estimation in censored single-index hazards regression ⋮ Single-Index Quantile Regression Models for Censored Data

Cites Work

• Unnamed Item
• Censored multiple regression by the method of average derivatives
• U-processes: Rates of convergence
• Cox's regression model for counting processes: A large sample study
• Polynomial regression with censored data based on preliminary nonparametric estimation
• Single-index regression models with right-censored responses
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Semiparametric estimation of a censored regression model with an unknown transformation of the dependent variable
• Sharper bounds for Gaussian and empirical processes
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Transfer of tail information in censored regression models
• Nearest neighbor estimation of a bivariate distribution under random censoring
• Dimension reduction for censored regression data
• Direct estimation of the index coefficient in a single-index model
• Uniform strong representation of the conditional Kaplan-Meier process
• Weak convergence and empirical processes. With applications to statistics
• Consistent estimation under random censorship when covariables are present
• Optimal smoothing in single-index models
• Asymptotics for a censored generalized linear model with unknown link function
• Randomly censored partially linear single-index models
• Uniform in bandwidth consistency of kernel-type function estimators
• On semiparametric \(M\)-estimation in single-index regression
• Nonparametric Estimation of the Multivariate Distribution Function in a Censored Regression Model with Applications
• SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Asymptotic Statistics
• Censored Regression: Local Linear Approximations and Their Applications
• Direct Semiparametric Estimation of Single-Index Models with Discrete Covariates
• Semiparametric Estimation of Index Coefficients
• An Efficient Semiparametric Estimator for Binary Response Models
• Uniform Representation of Product‐Limit Integrals with Applications

This page was built for publication: Single index regression models in the presence of censoring depending on the covariates