Single-index regression models with right-censored responses

DOI10.1016/J.JSPI.2008.06.012zbMATH Open1156.62030arXiv0803.1112OpenAlexW2963142336MaRDI QIDQ1007489FDOQ1007489

Olivier Lopez

Publication date: 20 March 2009

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Abstract: In this article, we propose some new generalizations of M-estimation procedures for single-index regression models in presence of randomly right-censored responses. We derive consistency and asymptotic normality of our estimates. The results are proved in order to be adapted to a wide range of techniques used in a censored regression framework (e.g. synthetic data or weighted least squares). As in the uncensored case, the estimator of the single-index parameter is seen to have the same asymptotic behavior as in a fully parametric scheme. We compare these new estimators with those based on the average derivative technique of Burke and Lu (2005) through a simulation study.

Full work available at URL: https://arxiv.org/abs/0803.1112

zbMATH Keywords

dimension reductionsingle-index modelscensored regressionKaplan-Meier estimatorsemi-parametric regression

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Censored data models (62N01)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Weak convergence and empirical processes. With applications to statistics
• Linear regression with censored data
• Estimation in a linear regression model with censored data
• Optimal smoothing in single-index models
• The Kaplan–Meier Estimator as an Inverse-Probability-of-Censoring Weighted Average
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
• Uniform in bandwidth consistency of kernel-type function estimators
• Simulation and the Asymptotics of Optimization Estimators
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Semiparametric Estimation of Index Coefficients
• U-processes: Rates of convergence
• Cox's regression model for counting processes: A large sample study
• Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
• Consistent estimation under random censorship when covariables are present
• M-estimation in censored linear models
• Large sample behaviour of the product-limit estimator on the whole line
• Sharper bounds for Gaussian and empirical processes
• Direct estimation of the index coefficient in a single-index model
• Structure adaptive approach for dimension reduction.
• Adapting for the missing link
• On semiparametric \(M\)-estimation in single-index regression
• On Single-Index Coefficient Regression Models
• The central limit theorem under random censorship
• Regression analysis with randomly right-censored data
• Asymptotic normality of a class of adaptive statistics with applications to synthetic data methods for censored regression
• Linear Models, Random Censoring and Synthetic Data
• Asymptotic normality of the `synthetic data' regression estimator for censored survival data
• Some properties of the Kaplan-Meier estimator for independent nonidentically distributed random variables
• SOME CONVERGENCE THEORY FOR ITERATIVE ESTIMATION PROCEDURES WITH AN APPLICATION TO SEMIPARAMETRIC ESTIMATION
• Censored multiple regression by the method of average derivatives
• Polynomial regression with censored data based on preliminary nonparametric estimation
• Nonlinear Censored Regression Using Synthetic Data
• Quasi-Likelihood Regression with Unknown Link and Variance Functions
• Semiparametric \(M\)-estimators in single-index models
• Semiparametric estimation of quasi-score

Cited In (11)

• Semiparametric inference for the recurrent events process by means of a single-index model
• Weighted estimation of single index models with right censored responses
• Multivariate partially linear single-index models: Bayesian analysis
• Conditional density estimation in a censored single-index regression model
• Varying coefficient models having different smoothing variables with randomly censored data
• Single index regression models in the presence of censoring depending on the covariates
• High-dimensional single-index models with censored responses
• On the robust regression for a censored response data in the single functional index model
• Vector quantization and clustering in the presence of censoring
• Semiparametric copula models applied to the decomposition of claim amounts
• Expert Kaplan–Meier estimation

This page was built for publication: Single-index regression models with right-censored responses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1007489)