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

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

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


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This Article Abstract Free Full Text (Free PDF) Free Alert me when this article is cited Alert me if a correction is posted Services Email this article to a friend Similar articles in this journal Similar articles in Web of Science Alert me to new issues of the journal Add to Saved Citations Download to citation manager Add to My Marked Citations Citing Articles Citing Articles via Google Scholar Citing Articles via Scopus Google Scholar Articles by Gannoun, A. Articles by Yu, K. Search for Related Content Social Bookmarking                         What's this?