|Reference : Error distribution function for parametrically truncated and censored data|
|Scientific congresses and symposiums : Unpublished conference|
|Physical, chemical, mathematical & earth Sciences : Mathematics|
|Error distribution function for parametrically truncated and censored data|
|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 >]|
|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
|6th Annual Doctoral Workshop of the Graduate School in Statistics and Actuarial Sciences|
|Friday, September 14, 2012|
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