ORBi: Laurent Géraldine - Error distribution function for parametrically truncated and censored data

Reference : Error distribution function for parametrically truncated and censored data


	Document type :	Scientific congresses and symposiums : Unpublished conference
	Discipline(s) :	Physical, chemical, mathematical & earth Sciences : Mathematics
	To cite this reference:	http://hdl.handle.net/2268/130687

Title :	Error distribution function for parametrically truncated and censored data
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 :	14-Sep-2012
Reviewed work :	Suppose the random vector (X,Y) verifies the nonparametric 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 obtained from cross-sectional sampling and the response is subject to random censoring. We define a new estimator for the cumulative distribution function of the error, where the estimators of m(.) and sigma²(.) are obtained by extending the conditional estimation methods introduced in de Uña-Alvarez and Iglesias-Perez (2010). Asymptotic properties of the proposed estimator are established. The performance of the estimator is investigated through simulations. This estimator is applied to two real-data problems.
On invitation :	No
Audience :	National
Event name :	6th Annual Doctoral Workshop of the Graduate School in Statistics and Actuarial Sciences
Event date :	Friday, September 14, 2012
Event organizer :	UCL
Event place (city) :	Louvain-la-Neuve
Event country :	Belgium
Permalink :	http://hdl.handle.net/2268/130687

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