Maximum deviation of error density estimators in censored linear regression

DOI10.1016/J.SPL.2012.05.001zbMath1334.62152OpenAlexW2065839133MaRDI QIDQ452874

Fuxia Cheng

Publication date: 18 September 2012

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.05.001

zbMATH Keywords

maximum deviationKaplan-Meier estimatorkernel density estimationright censored datacensored linear regression

Mathematics Subject Classification ID

Density estimation (62G07) Linear regression; mixed models (62J05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items (4)

Asymptotic properties of hazard rate estimator in censored linear regression ⋮ The L_p consistency of error density estimator in censored linear regression ⋮ A law of the iterated logarithm for error density estimator in censored linear regression ⋮ The strong uniform consistency of kernel estimator of a smooth distribution function in censored linear regression

Cites Work

• Estimating regression parameters using linear rank tests for censored data
• Some asymptotic properties of kernel estimators of a density function in case of censored data
• Asymptotic behavior of the empiric distribution of M-estimated residuals from a regression model with many parameters
• Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator
• Kernel density and hazard function estimation in the presence of censoring
• Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
• Weighted empirical processes in dynamic nonlinear models.
• Residuals density estimation in censored linear regression model
• Empirical process of residuals for high-dimensional linear models
• On some global measures of the deviations of density function estimates
• Linear regression with censored data
• Weak and strong uniform consistency of kernel regression estimates

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