The Lp consistency of error density estimator in censored linear regression

DOI10.1080/03610926.2018.1438621OpenAlexW2790446611MaRDI QIDQ5078360FDOQ5078360

Authors: Fuxia Cheng 

Publication date: 23 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1438621

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zbMATH Keywords

kernel density estimationKaplan-Meier estimatorright censored data\(L_p\)-normcensored linear regression

Mathematics Subject Classification ID

Density estimation (62G07) (L^p)-limit theorems (60F25)

Cites Work

• Linear regression with censored data
• Estimating regression parameters using linear rank tests for censored data
• Title not available (Why is that?)
• Large sample theory of a modified Buckley-James estimator for regression analysis with censored data
• Non-parametric estimation of the residual distribution
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• Estimation of the density of regression errors
• Weak and strong uniform consistency of a kernel error density estimator in nonparametric regression
• Asymptotic distributions of error density and distribution function estimators in nonparametric regression
• Density and hazard rate estimation for censored data via strong representation of the Kaplan-Meier estimator
• Maximum deviation of error density estimators in censored linear regression
• Central limit theorems for \(L_ p\) distances of kernel estimators of densities under random censorship

Cited In (2)

• The strong uniform consistency of kernel estimator of a smooth distribution function in censored linear regression
• Consistency results for linear regression with censored data

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