Testing additivity in nonparametric regression under random censorship

DOI10.1016/J.SPL.2008.07.027MaRDI QIDQ952838zbMATH OpenOpenAlexFDO

Authors Mohammed Debbarh, Vivian Viallon

Publication date 14 November 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0802.1047

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Estimation in multivariate analysis (62H12)

Abstract: In this paper, we are concerned with nonparametric estimation of the multivariate regression function in the presence of right censored data. More precisely, we propose a statistic that is shown to be asymptotically normally distributed under the additive assumption, and that could be used to test for additivity in the censored regression setting.

Recommendations

• Testing for additivity in nonparametric regression
• A test for additivity in nonparametric regression
• Testing additivity in nonparametric regression under mixing conditions
• Testing for additivity in non-parametric regression
• Testing additivity in generalized nonparametric regression models with estimated parameters
• Testing for additivity in nonparametric heteroscedastic regression models
• Optimal testing for additivity in multiple nonparametric regression

Cites work

• A kernel method of estimating structured nonparametric regression based on marginal integration
• A LIL type result for the product limit estimator
• A note on variable selection in nonparametric regression with dependent data
• A test for additivity in nonparametric regression
• Asymptotic normality of a class of adaptive statistics with applications to synthetic data methods for censored regression
• Censored Regression: Local Linear Approximations and Their Applications
• Comparing nonparametric versus parametric regression fits
• Density estimation in \(\mathbb{L}^\infty\) norm for mixing processes
• Functional laws of the iterated logarithm for the product-limit estimator of a distribution function under random censorship or truncation
• scientific article; zbMATH DE number 739481 (Why is no real title available?)
• Integrated square error properties of kernel estimators of regression functions
• Linear Models, Random Censoring and Synthetic Data
• Mean square convergence for estimators of additive regression under random censorship
• Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data
• NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
• Nonparametric Estimation from Incomplete Observations
• Nonparametric regression with censored covariates
• On the rate of uniform convergence of the product-limit estimator: Strong and weak laws
• Optimal global rates of convergence for nonparametric regression
• Prediction from randomly right censored data
• Regression analysis with randomly right-censored data
• Testing additivity in generalized nonparametric regression models with estimated parameters
• Testing additivity in nonparametric regression under mixing conditions
• Uniform convergence of the estimator of an additive regression function under random censorship
• Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data
• Versions of Kernel-Type Regression Estimators

Cited in

(4)

• Testing for one-sided alternatives in nonparametric censored regression
• Uniform limit laws of the logarithm for estimators of the additive regression function in the presence of right censored data
• An updated review of goodness-of-fit tests for regression models
• Optimal testing for additivity in multiple nonparametric regression

This page was built for publication: Testing additivity in nonparametric regression under random censorship

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q952838)