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

survival analysisBeran estimatorcrossing quantile curvesmonotone rearrangements

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.

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Cited in

(14)

• Limit properties of the monotone rearrangement for density and regression function estimation
• Median regression from twice censored data
• Asymptotic properties of the kernel mode estimator under twice censorship model
• Local linear estimation of the regression function for twice censored data
• Significance testing in quantile regression
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Uses Software

• SPLIDA
• quantreg

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