Nonparametric regression with filtered data

DOI10.3150/10-BEJ260zbMATH Open1284.62227arXiv1102.1857MaRDI QIDQ637090FDOQ637090

Authors: Enno Mammen, Jens Perch Nielsen, Ingrid Van Keilegom, Oliver Linton 

Publication date: 2 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Abstract: We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases are considered. The method works by first estimating the conditional hazard function or conditional survivor function and then integrating. We also investigate improved methods that take account of model structure such as independent errors and show that such methods can improve performance when the model structure is true. We establish the pointwise asymptotic normality of our estimators.

Full work available at URL: https://arxiv.org/abs/1102.1857

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zbMATH Keywords

censoringkernel estimationtruncationlocal linear estimationhazard functionscounting process theory

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Censored data models (62N01) Reliability and life testing (62N05)

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Cited In (9)

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• Smoothing survival densities in practice
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