Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors
From MaRDI portal
Publication:4923215
DOI10.1515/ROSE.2011.008zbMath1348.62169MaRDI QIDQ4923215
Elias Ould Saïd, Walid Horrigue
Publication date: 6 June 2013
Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)
kernel estimatorKaplan-Meier estimatorcensored datainfinite dimensionconditional distribution functionsmall-ball probability
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in survival analysis and censored data (62N02)
Related Items
Nonparametric local linear regression estimation for censored data and functional regressors, Consistency result of recursive conditional distribution estimate for dependent data under left truncation, with applications to the conditional quantile, Local linear estimation of the conditional quantile for censored data and functional regressors, Unnamed Item, Local linear estimation of the conditional cumulative distribution function: censored functional data case, Local linear estimation of the conditional mode under left truncation for functional regressors, Robust regression analysis for a censored response and functional regressors, Strong consistency of local linear estimation of a conditional density function under random censorship, Strong convergence of the functional nonparametric relative error regression estimator under right censoring, Functional data analysis: estimation of the relative error in functional regression under random left-truncation model, On the nonparametric estimation of the functional \(\psi\)-regression for a random left-truncation model, Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
Cites Work
- Mean squared error properties of kernel estimates of regression quantiles
- Nonparametric estimates of regression quantiles and their local Bahadur representation
- Kernel and nearest-neighbor estimation of a conditional quantile
- Estimating some characteristics of the conditional distribution in nonparametric functional models
- 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
- Multivariate regression estimation with errors-in-variables: Asymptotic normality for mixing processes
- Consistent nonparametric regression. Discussion
- Uniform consistency of the kernel conditional Kaplan-Meier estimate
- Bootstrapping quantiles in a fixed design regression model with censored data
- Asymptotic properties of Kaplan-Meier estimator for censored dependent data
- Nonparametric prediction by conditional median and quantiles
- Prediction from randomly right censored data
- Hazard rate estimation in nonparametric regression with censored data
- Generalized autoregressive conditional heteroscedasticity
- Strong approximation of quantile processes by iterated Kiefer processes.
- Nonparametric regression with censored covariates
- Deficiency of the sample quantile estimator with respect to kernel quantile estimators for censored data
- A strong uniform convergence rate of kernel conditional quantile estimator under random censorship
- Asymptotic normality of convergent estimates of conditional quantiles
- Uniform strong convergence results for the conditional kaplan-meier estimator and its quantiles
- Nonparametric Estimation from Incomplete Observations
- Multivariate probability density deconvolution for stationary random processes
- Asymptotic properties of a generalized kaplan-meier estimator with some applications
- Asymptotic Results of a Nonparametric Conditional Quantile Estimator for Functional Time Series
- A COMPARISON OF MIXED MODEL SPLINES FOR CURVE FITTING
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Nonlinear autoregressive processes
- Nonparametric Estimation of the Mode of A Distribution of Random Curves
- Weak convergence of the bootstrapped conditional kaplan-meier process and its quantile process
- Non‐parametric Quantile Regression with Censored Data
- Nonparametric Estimation of the Transition Distribution Function of a Markov Process
- Nonparametric estimation of a conditional quantile for \(\alpha\)-mixing processes
- Estimating a distribution function for censored time series data
