Maximum deviation of error density estimators in censored linear regression

DOI10.1016/J.SPL.2012.05.001MaRDI QIDQ452874zbMATH OpenOpenAlexFDO

Authors 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

kernel density estimationKaplan-Meier estimatorright censored datacensored linear regressionmaximum deviation

Mathematics Subject Classification ID

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

Recommendations

• The strong uniform consistency of kernel estimator of a smooth distribution function in censored linear regression
• Asymptotic properties of hazard rate estimator in censored linear regression
• Uniform consistency of the nonparametric error density estimation in regression with censored data
• Exact asymptotic \(\mathcal L_1\)-error of a kernel density estimator under censored data.
• The limiting distribution of the maximal deviation of a density estimate and a hazard rate estimate

Cites work

• 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
• Empirical process of residuals for high-dimensional linear models
• Estimating regression parameters using linear rank tests for censored data
• 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
• Linear regression with censored data
• On some global measures of the deviations of density function estimates
• Residuals density estimation in censored linear regression model
• Some asymptotic properties of kernel estimators of a density function in case of censored data
• Weak and strong uniform consistency of kernel regression estimates
• Weighted empirical processes in dynamic nonlinear models.

Cited in

(5)

• The L_p consistency of error density estimator in censored linear regression
• The strong uniform consistency of kernel estimator of a smooth distribution function in censored linear regression
• Asymptotic properties of hazard rate estimator in censored linear regression
• A law of the iterated logarithm for error density estimator in censored linear regression
• scientific article; zbMATH DE number 4054808 (Why is no real title available?)

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