Single index regression models in the presence of censoring depending on the covariates

DOI10.3150/12-BEJ464zbMATH Open1273.62089arXiv1111.6232OpenAlexW2145047161MaRDI QIDQ358124FDOQ358124

Valentin Patilea, Ingrid Van Keilegom, Olivier Lopez

Publication date: 16 August 2013

Published in: Bernoulli (Search for Journal in Brave)

Abstract: Consider a random vector (X',Y)', where X is d-dimensional and Y is one-dimensional. We assume that Y is subject to random right censoring. The aim of this paper is twofold. First, we propose a new estimator of the joint distribution of (X',Y)'. This estimator overcomes the common curse-of-dimensionality problem, by using a new dimension reduction technique. Second, we assume that the relation between X and Y is given by a mean regression single index model, and propose a new estimator of the parameters in this model. The asymptotic properties of all proposed estimators are obtained.

Full work available at URL: https://arxiv.org/abs/1111.6232

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zbMATH Keywords

dimension reductionright censoringsurvival analysismultivariate distributionssemiparametric regressioncurse-of-dimensionality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Censored data models (62N01) Estimation in survival analysis and censored data (62N02) Estimation in multivariate analysis (62H12)

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Cited In (13)

• The single‐index/Cox mixture cure model
• Single-index copulas
• Local linear estimation of the regression function for twice censored data
• Versatile estimation in censored single-index hazards regression
• Title not available (Why is that?)
• The Impact of Churn on Client Value in Health Insurance, Evaluation Using a Random Forest Under Various Censoring Mechanisms
• A two-step estimation procedure for semiparametric mixture cure models
• Single-Index Quantile Regression Models for Censored Data
• Varying coefficient models having different smoothing variables with randomly censored data
• Tree-based censored regression with applications in insurance
• Single index Fréchet regression
• On the robust regression for a censored response data in the single functional index model
• Efficient Estimation for Dimension Reduction with Censored Survival Data

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