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Statistical Modelling
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Comparison of kernel estimators of conditional distribution function and quantile regression under censoring

Ali Gannoun

Ali Gannoun is CNAM, Mathématiques CEDRIC, France

Jérôme Saracco

Jérôme Saracco is Institut de Mathématiques de Bordeaux, Université Bordeaux 1, France GREThA, Université Montesquieu Bordeaux IV, France Jerome.Saracco{at}math.u-bordeaux1.fr

Keming Yu

Keming Yu is Department of Mathematical Sciences, Brunel University, UK

We considera regression model in which the variable of interest is censored. We present various nonparametric estimators of the conditional distribution function and of conditional quantiles. In a simulation study, we compare the performance of these estimators. Moreover, the local linear estimator of conditional quantile is applied on a dataset dealing with the effect of age on survival time of kidney transplant patients.

Key Words: censored data • conditional quantile • kernel estimator • local linear estimator • survival analysis

Statistical Modelling, Vol. 7, No. 4, 329-344 (2007)
DOI: 10.1177/1471082X0700700404
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