Censored multiple regression by the method of average derivatives

DOI10.1016/j.jmva.2004.06.007zbMath1065.62069OpenAlexW2003748612MaRDI QIDQ558066

Xuewen Lu, Murray D. Burke

Publication date: 30 June 2005

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2004.06.007

zbMATH Keywords

Kernel smoothingCensoringAsymptotic normalityAverage derivativeCADE regressionData transformationLocal polynomial

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12) Censored data models (62N01) Monte Carlo methods (65C05)

Related Items (8)

Single index regression models in the presence of censoring depending on the covariates ⋮ Randomly censored partially linear single-index models ⋮ Semiparametric estimation for weighted average derivatives with responses missing at random ⋮ Conditional density estimation in a censored single-index regression model ⋮ Asymptotic distributions of two ``synthetic data estimators for censored single-index models ⋮ Single-index regression models with right-censored responses ⋮ Varying coefficients partially linear models with randomly censored data ⋮ Empirical likelihood for average derivatives of hazard regression functions

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimation in a linear regression model with censored data
• Non-parametric maximum likelihood estimation of censored regression models
• A semi-parametric censored regression estimator
• Censored regression quantiles
• Regression analysis with randomly right-censored data
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• Linear regression with censoring
• Asymptotic normality of a class of adaptive statistics with applications to synthetic data methods for censored regression
• Multivariate regression estimation: Local polynomial fitting for time series
• Asymptotic properties for the semiparametric regression model with randomly censored data
• Transfer of tail information in censored regression models
• Dimension reduction for censored regression data
• Optimal smoothing in single-index models
• Efficiency of Weighted Average Derivative Estimators and Index Models
• Nonparametric Hypothesis Testing with Parametric Rates of Convergence
• Nonparametric estimation of response coefficients
• Investigating Smooth Multiple Regression by the Method of Average Derivatives
• Linear regression with censored data
• Bandwidth Choice for Average Derivative Estimation
• Asymptotic normality in a Semiparametric partially linear model with right–censored data
• Censored Regression: Local Linear Approximations and Their Applications
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Multivariate local polynomial regression for estimating average derivatives
• Semiparametric Latent Variable Model Estimation with Endogenous or Mismeasured Regressors
• An Alternative Estimator for the Censored Quantile Regression Model
• Semiparametric Estimation of Index Coefficients
• Nonparametric Censored and Truncated Regression

This page was built for publication: Censored multiple regression by the method of average derivatives