Conditional density estimation in a censored single-index regression model

DOI10.3150/09-BEJ221zbMath1323.62095arXiv0807.3899OpenAlexW2051043905MaRDI QIDQ453276

Olivier Lopez, Olivier Bouaziz

Publication date: 19 September 2012

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0807.3899

zbMATH Keywords

asymptotic normalityempirical processescensoringsingle-index modelpseudo-maximum likelihoodmartingales for counting processes

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Censored data models (62N01)

Related Items

A dimension reduction approach for conditional Kaplan-Meier estimators ⋮ Adaptive pointwise estimation of conditional density function ⋮ Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data ⋮ Assessing model prediction performance for the expected cumulative number of recurrent events ⋮ Versatile estimation in censored single-index hazards regression ⋮ Beran-based approach for single-index models under censoring ⋮ Unnamed Item ⋮ Single functional index quantile regression under general dependence structure ⋮ Semiparametric inference for the recurrent events process by means of a single-index model ⋮ Single-Index Quantile Regression Models for Censored Data

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