Maximum likelihood estimation for conditional distribution single-index models under censoring

DOI10.1016/j.jmva.2012.07.012zbMath1258.62045OpenAlexW2108491971WikidataQ61849239 ScholiaQ61849239MaRDI QIDQ1931855

Ewa Strzalkowska-Kominiak, Ricardo Cao

Publication date: 16 January 2013

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2012.07.012

zbMATH Keywords

kernel estimationsurvival analysiscredit riskconditional density function

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Censored data models (62N01)

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