Conditional density estimation in a censored single-index regression model
From MaRDI portal
Abstract: Under a single-index regression assumption, we introduce a new semiparametric procedure to estimate a conditional density of a censored response. The regression model can be seen as a generalization of Cox regression model and also as a profitable tool to perform dimension reduction under censoring. This technique extends the results of Delecroix et al. (2003). We derive consistency and asymptotic normality of our estimator of the index parameter by proving its asymptotic equivalence with the (uncomputable) maximum likelihood estimator, using martingales results for counting processes and arguments of empirical processes theory. Furthermore, we provide a new adaptive procedure which allows us both to chose the smoothing parameter involved in our approach and to circumvent the weak performances of Kaplan-Meier estimator (1958) in the right-tail of the distribution. Through a simulation study, we study the behavior of our estimator for small samples.
Recommendations
- Single-index regression models with right-censored responses
- Maximum likelihood estimation for conditional distribution single-index models under censoring
- Single index regression models in the presence of censoring depending on the covariates
- Strong uniform consistency rates of conditional density estimation in the single functional index model for functional data under random censorship
- Estimation of single-index models with fixed censored responses
Cites work
- A crossvalidation method for estimating conditional densities
- Asymptotic normality of the `synthetic data' regression estimator for censored survival data
- Asymptotic Statistics
- Bandwidth selection for kernel conditional density estimation.
- Censored multiple regression by the method of average derivatives
- Consistent estimation under random censorship when covariables are present
- Efficient estimation in conditional single-index regression
- scientific article; zbMATH DE number 1183926 (Why is no real title available?)
- scientific article; zbMATH DE number 49697 (Why is no real title available?)
- scientific article; zbMATH DE number 3581363 (Why is no real title available?)
- scientific article; zbMATH DE number 1419977 (Why is no real title available?)
- scientific article; zbMATH DE number 3385132 (Why is no real title available?)
- Large sample behaviour of the product-limit estimator on the whole line
- Maximal inequalities for degenerate U-processes with applications to optimization estimators
- Nonlinear Censored Regression Using Synthetic Data
- Nonparametric Estimation from Incomplete Observations
- Nonparametric lack-of-fit tests for parametric mean-regression models with censored data
- Nonparametric model checks in censored regression
- Non‐parametric Quantile Regression with Censored Data
- On semiparametric \(M\)-estimation in single-index regression
- Polynomial regression with censored data based on preliminary nonparametric estimation
- Regression analysis with randomly right-censored data
- Regression with censored data
- Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
- Sharper bounds for Gaussian and empirical processes
- Single-index regression models with right-censored responses
- SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION
- The central limit theorem under random censorship
- The Kaplan–Meier Estimator as an Inverse-Probability-of-Censoring Weighted Average
- U-processes: Rates of convergence
- Uniform in bandwidth consistency of kernel-type function estimators
- Uniform Representation of Product‐Limit Integrals with Applications
- Weak convergence and empirical processes. With applications to statistics
Cited in
(17)- Single-index regression models with right-censored responses
- A dimension reduction approach for conditional Kaplan-Meier estimators
- Versatile estimation in censored single-index hazards regression
- Maximum likelihood estimation for conditional distribution single-index models under censoring
- Beran-based approach for single-index models under censoring
- Asymptotic distributions of two ``synthetic data estimators for censored single-index models
- Adaptive pointwise estimation of conditional density function
- Single index regression models in the presence of censoring depending on the covariates
- Multivariate density estimation using dimension reducing information and tail flattening transformations for truncated or censored data
- Single functional index quantile regression under general dependence structure
- Adaptive recursive kernel conditional density estimators under censoring data
- Semiparametric inference for the recurrent events process by means of a single-index model
- Single-Index Quantile Regression Models for Censored Data
- Assessing model prediction performance for the expected cumulative number of recurrent events
- A Bernstein polynomial approach to the estimation of a distribution function and quantiles under censorship model
- A comprehensive framework for evaluating time to event predictions using the restricted mean survival time
- Statistical inference for counting processes under shape heterogeneity
This page was built for publication: Conditional density estimation in a censored single-index regression model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q453276)
