Adaptive estimation of the conditional cumulative distribution function from current status data
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Publication:394560
DOI10.1016/J.JSPI.2013.04.005zbMATH Open1279.62086arXiv1110.5927OpenAlexW2093023725MaRDI QIDQ394560FDOQ394560
Authors: Sandra Plancade 
Publication date: 27 January 2014
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Abstract: Consider a positive random variable of interest Y depending on a covariate X, and a random observation time T independent of Y given X. Assume that the only knowledge available about Y is its current status at time T: delta = 1_{Y leq T}. This paper presents a procedure to estimate the conditional cumulative distribution function F of Y given X from an independent identically distributed sample of (X,T,delta). A collection of finite-dimensional linear subsets of L^2(R^2) called models are built as tensor products of classical approximation spaces of L^2(R). Then a collection of estimators of F is constructed by minimization of a regression-type contrast on each model and a data driven procedure allows to choose an estimator among the collection. We show that the selected estimator converges as fast as the best estimator in the collection up to a multiplicative constant and is minimax over anisotropic Besov balls. Finally simulation results illustrate the performance of the estimation and underline parameters that impact the estimation accuracy.
Full work available at URL: https://arxiv.org/abs/1110.5927
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Cited In (7)
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
- Minimax estimation of the conditional cumulative distribution function
- Adaptive and minimax estimation of the cumulative distribution function given a functional covariate
- Title not available (Why is that?)
- Efficient nonparametric estimation of distribution for current status censoring
- Sharp minimax distribution estimation for current status censoring with or without missing
- Adaptive warped kernel estimators
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