Reference : Error distribution estimation in right censored and selection biased location-scale models

	Document type :	Scientific congresses and symposiums : Poster
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/2268/118851

Title :	Error distribution estimation in right censored and selection biased location-scale models
Language :	English
Author, co-author :	Laurent, Géraldine [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > UER Opérations >]
	Heuchenne, Cédric [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Statistique appliquée à la gestion et à l'économie >]
Publication date :	23-Jun-2011
Page number :	A5
Peer reviewed :	No
On invitation :	No
Audience :	International
Event name :	Graybill Conference 2011
Event date :	June 23-24, 2011
Event organizer :	The Department of Statistics at Colorado State University
Event place (city) :	Fort Collins, Colorado
Event country :	Colorado, United States
Keywords :	[en] nonparametric regression ; selection bias ; right censoring ; bandwidth selection ; asymptotic properties
Abstract :	[en] Suppose the random vector (X;Y) satis es the regression model Y = m(X)+sigma(X)*epsilon where m(X) = E[Y|X] and sigma²(X) = Var[Y|X] are unknown smooth functions and the error epsilon, with unknown distribution, is independent of the covariate X. The pair (X;Y) is subject to generalized selection biased and the response to right censoring. We construct a new estimator for the cumulative distribution function of the error epsilon, where the estimators of m(.) and sigma²(.) are obtained by extending the conditional estimation methods introduced in de Uña-Alvarez and Iglesias-Perez (2010). The asymptotic properties of the proposed estimator are established. A bootstrap technique is proposed to select the smoothing parameter involved in the procedure. This method is studied via extended simulations and applied to real unemployment data. Reference de UNA-ALVAREZ, J., IGLESIAS-PEREZ, M.C. (2010): Nonparametric estimation of a conditional distribution from length-biased data. Annals of the Institute of Statistical Mathematics, Vol. 62, 323-341.
Permalink :	http://hdl.handle.net/2268/118851

	File(s) associated to this reference
	Fulltext file(s): File Commentary Version Size Access Restricted access PosterVersionFinale.pdf Publisher postprint 260.67 kB Request copy

All documents in ORBi are protected by a user license.

 

© ULg Library Network |  Feedback |  ORBi legal notices

Dspace v1.5