Nonparametric quantile regression for twice censored data

DOI10.3150/12-BEJ462MaRDI QIDQ358126zbMATH OpenFDO

Authors Stanislav Volgushev, Holger Dette

Publication date 16 August 2013

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1007.3376, https://projecteuclid.org/euclid.bj/1372251142

zbMATH Keywords

Beran estimatorcrossing quantile curvesmonotone rearrangementssurvival analysis

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)

Abstract: We consider the problem of nonparametric quantile regression for twice censored data. Two new estimates are presented, which are constructed by applying concepts of monotone rearrangements to estimates of the conditional distribution function. The proposed methods avoid the problem of crossing quantile curves. Weak uniform consistency and weak convergence is established for both estimates and their finite sample properties are investigated by means of a simulation study. As a by-product, we obtain a new result regarding the weak convergence of the Beran estimator for right censored data on the maximal possible domain, which is of its own interest.

Recommendations

• scientific article; zbMATH DE number 147170
• A quantile regression estimator for censored data
• Non‐parametric Quantile Regression with Censored Data
• Local linear estimation of the regression function for twice censored data
• Relative error prediction for twice censored data

Cites work

• A bootstrap approach to nonparametric regression for right censored data
• A comparison of local constant and local linear regression quantile estimators
• A Note on Nonparametric Estimation of the Effective Dose in Quantal Bioassay
• A note on the uniform consistency of the Kaplan-Meier estimator
• A simple nonparametric estimator of a strictly monotone regression function
• A survey of product-integration with a view toward application in survival analysis
• An approach to nonparametric regression for life history data using local linear fitting
• An Inequality for Rearrangements
• Asymptotic properties of self-consistent estimators based on doubly censored data
• Censored Median Regression Using Weighted Empirical Survival and Hazard Functions
• Censored Regression Quantiles
• Censored regression quantiles
• Convergence of stochastic processes
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 4044951 (Why is no real title available?)
• scientific article; zbMATH DE number 49697 (Why is no real title available?)
• scientific article; zbMATH DE number 147170 (Why is no real title available?)
• scientific article; zbMATH DE number 192914 (Why is no real title available?)
• scientific article; zbMATH DE number 193053 (Why is no real title available?)
• scientific article; zbMATH DE number 4128239 (Why is no real title available?)
• scientific article; zbMATH DE number 1198868 (Why is no real title available?)
• scientific article; zbMATH DE number 1211747 (Why is no real title available?)
• scientific article; zbMATH DE number 219863 (Why is no real title available?)
• Inference for a nonlinear counting process regression model
• Large sample behaviour of the product-limit estimator on the whole line
• Least absolute deviations estimation for the censored regression model
• Local Linear Quantile Regression
• Non-Crossing Non-Parametric Estimates of Quantile Curves
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Nonparametric Estimation of a Survivorship Function with Doubly Censored Data
• Nonparametric quantile regression for twice censored data
• Non‐parametric Regression with Dependent Censored Data
• Product-limit estimators of the survival function with twice censored data
• Properties of the empirical distribution function for independent nonidentically distributed random variables
• Quantile and probability curves without crossing
• Quantile regression.
• Reappraising Medfly Longevity
• Regression Quantiles
• Statistical models based on counting processes
• Strong consistency of a nonparametric estimator of the survival function with doubly censored data
• Survival Analysis with Median Regression Models
• Survival Analysis With Quantile Regression Models
• Uniform consistency of the kernel conditional Kaplan-Meier estimate
• Weak convergence of a self-consistent estimator of the survival function with doubly censored data

Cited in

(14)

• An estimating equation for censored and truncated quantile regression
• Limit properties of the monotone rearrangement for density and regression function estimation
• An informative subset-based estimator for censored quantile regression
• Significance testing in quantile regression
• Local linear estimation of the regression function for twice censored data
• Nonparametric local linear estimation of the relative error regression function for twice censored data
• Relative error prediction for twice censored data
• Quantile regression for doubly censored data
• Nonparametric quantile regression for twice censored data
• scientific article; zbMATH DE number 147170 (Why is no real title available?)
• Asymptotic properties of the kernel mode estimator under twice censorship model
• Consistency of the conditional hazard function with functional explanatory variable under twice censored data
• Median regression from twice censored data
• Rates of mean square convergence of density and failure rate estimators under twice censoring

Describes a project that uses

Uses Software

• quantreg
• SPLIDA

This page was built for publication: Nonparametric quantile regression for twice censored data

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q358126)