Reference : Nonparametric Mean Preservation in Censored Regression
Books : Book published as author, translator, etc.
Business & economic sciences : Quantitative methods in economics & management
Nonparametric Mean Preservation in Censored Regression
Heuchenne, Cédric mailto [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Statistique appliquée à la gestion et à l'économie >]
VDM Verlag
[en] The aim of this book is to estimate the conditional
mean of some functions depending on the response
variable Y (moments, distributions...) in regression
models where this response is possibly censored. In
parametric regression, polynomial and nonlinear
conditional means are estimated in a new way while,
in nonparametric regression, some new estimators are
provided to approximate general L-functionals
(conditional mean, trimmed mean, quantiles...). The
ideas developed in those methods lead to establish
more general results in nonparametric estimation of
the conditional mean of functions depending on Y and
other variables and where the response can follow
other schemes of incomplete data (not only censored
but also missing or length-biased data). For each
procedure, asymptotic properties are established
while finite sample behavior is studied via
simulations. Examples from a variety of areas
highlight the interest of using the proposed
methodologies in practice.
Center for Quantitative Methods and Operations Management (Quantom)
Researchers ; Professionals

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