Censored multiple regression by the method of average derivatives

DOI10.1016/J.JMVA.2004.06.007MaRDI QIDQ558066zbMATH OpenOpenAlexFDO

Authors Xuewen Lu, Murray D. Burke

Publication date 30 June 2005

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2004.06.007

zbMATH Keywords

Asymptotic normalityAverage derivativeCADE regressionCensoringData transformationKernel smoothingLocal polynomial

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Censored data models (62N01) Monte Carlo methods (65C05) Estimation in multivariate analysis (62H12)

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• Nonparametric Hypothesis Testing with Parametric Rates of Convergence
• Nonparametric estimation of response coefficients
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• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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Cited in

(9)

• Randomly censored partially linear single-index models
• Conditional density estimation in a censored single-index regression model
• Asymptotic distributions of two ``synthetic data estimators for censored single-index models
• Single index regression models in the presence of censoring depending on the covariates
• Empirical likelihood for average derivatives of hazard regression functions
• Semiparametric estimation for weighted average derivatives with responses missing at random
• Varying coefficients partially linear models with randomly censored data
• Single-index regression models with right-censored responses
• Sliced average variance estimation for censored data

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