Guided Censored Regression

Talamakrouni, Majda; El Ghouch, Anouar; Van Keilegom, Ingrid

doi:10.1111/sjos.12103

Guided Censored Regression

Talamakrouni, Majda

;

El Ghouch, Anouar

;

Van Keilegom, Ingrid

(2015) Scandinavian Journal of Statistics : theory and applications — Vol. 42, p. 214-233 (2015)

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Authors

Talamakrouni, MajdaUCLouvain
Author
El Ghouch, AnouarUCLouvain
Author
Van Keilegom, IngridUCLouvain
Author

Abstract

Parametrically guided non-parametric regression is an appealing method that can reduce the bias of a non-parametric regression function estimator without increasing the variance. In this paper, we adapt this method to the censored data case using an unbiased transformation of the data and a local linear fit. The asymptotic properties of the proposed estimator are established, and its performance is evaluated via finite sample simulations.

Affiliations

UCLouvainSSH/LIDAM/ISBA - Institut de Statistique, Biostatistique et Sciences Actuarielles

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Talamakrouni, M., El Ghouch, A., & Van Keilegom, I. (2015). Guided Censored Regression. Scandinavian Journal of Statistics : theory and applications, 42, 214-233. https://doi.org/10.1111/sjos.12103 (Original work published 2015)