A strong uniform convergence rate of kernel conditional quantile estimator under random censorship

DOI10.1016/J.SPL.2005.09.002zbMATH Open1141.62319OpenAlexW2008492196MaRDI QIDQ2489867FDOQ2489867

Authors: Elias Ould Saïd 

Publication date: 28 April 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2005.09.002

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zbMATH Keywords

Censored dataConditional distribution function

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Nonparametric Estimation from Incomplete Observations
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• Functional limit laws for the increments of Kaplan-Meier product-limit processes and applications
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• Relative deficiency of the Kaplan-Meier estimator with respect to a smoothed estimator

Cited In (22)

• Minimax estimation of the conditional cumulative distribution function
• Title not available (Why is that?)
• Non parametric regression quantile estimation for dependent functional data under random censorship: asymptotic normality
• Empirical likelihood for conditional quantile with left-truncated and dependent data
• Some convergence results for kernel-type quantile estimators under censoring
• A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
• Local linear estimation of the conditional quantile for censored data and functional regressors
• Approximation rates of kernel estimator for the conditional \(t\)-quantile
• Uniform rate of strong consistency for a smooth kernel estimator of the conditional mode for censored time series
• On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles
• Conditional quantile estimation with truncated, censored and dependent data
• Asymptotic properties of conditional quantile estimator for censored dependent observations
• CLT for single functional index quantile regression under dependence structure
• Strong uniform convercence rate of kernel conditional quantile estimator under random censorship for \(\alpha\)-mixing random variables
• Strong uniform consistency rates of some characteristics of the conditional distribution estimator in the functional single-index model
• Randomly censored quantile regression estimation using functional stationary ergodic data
• Weighted local polynomial estimations of a non-parametric function with censoring indicators missing at random and their applications
• Uniform convergence rate of the kernel regression estimator adaptive to intrinsic dimension in presence of censored data
• Nonparametric local linear regression estimation for censored data and functional regressors
• Conditional quantile estimation with auxiliary information for left-truncated and dependent data
• Strong uniform consistency rates of conditional density estimation in the single functional index model for functional data under random censorship
• Strong uniform consistency of a nonparametric estimator of a conditional quantile for censored dependent data and functional regressors

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