Bernoulli

  • Bernoulli
  • Volume 19, Number 3 (2013), 748-779.

Nonparametric quantile regression for twice censored data

Stanislav Volgushev and Holger Dette

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Abstract

We consider the problem of nonparametric quantile regression for twice censored data. Two new estimates are presented, which are constructed by applying concepts of monotone rearrangements to estimates of the conditional distribution function. The proposed methods avoid the problem of crossing quantile curves. Weak uniform consistency and weak convergence is established for both estimates and their finite sample properties are investigated by means of a simulation study. As a by-product, we obtain a new result regarding the weak convergence of the Beran estimator for right censored data on the maximal possible domain, which is of its own interest.

Article information

Source
Bernoulli, Volume 19, Number 3 (2013), 748-779.

Dates
First available in Project Euclid: 26 June 2013

Permanent link to this document
https://projecteuclid.org/euclid.bj/1372251142

Digital Object Identifier
doi:10.3150/12-BEJ462

Mathematical Reviews number (MathSciNet)
MR3079295

Zentralblatt MATH identifier
1273.62092

Keywords
Beran estimator censored data crossing quantile curves monotone rearrangements quantile regression survival analysis

Citation

Volgushev, Stanislav; Dette, Holger. Nonparametric quantile regression for twice censored data. Bernoulli 19 (2013), no. 3, 748--779. doi:10.3150/12-BEJ462. https://projecteuclid.org/euclid.bj/1372251142


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