Reference : Estimation of the error distribution in right censored and selection biased regressio...
Scientific congresses and symposiums : Unpublished conference
Business & economic sciences : Quantitative methods in economics & management
http://hdl.handle.net/2268/26298
Estimation of the error distribution in right censored and selection biased regression models
English
Laurent, Géraldine mailto [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg > HEC-Ecole de gestion de l'ULg >]
Heuchenne, Cédric mailto [Université de Liège - ULg > HEC-Ecole de gestion de l'ULg : UER > Statistique appliquée à la gestion et à l'économie >]
15-Oct-2009
No
No
National
17th annual meeting of the Belgian Statistical Society
October 14-16
Lommel
Belgium
[en] Nonparametric regression ; Selection bias ; Right censoring ; Bootstrap ; Bandwidth selection
[en] Consider the location-scale regression model Y=m(X) + σ(X) Ɛ where the error Ɛ is independent of the covariate X and where m and σ are unknown smooth functions. The pair (X; Y ) is subject to generalized bias selection and the response to right censoring. We construct an estimator for the cumulative distribution function of the error Ɛ, and develop a bootstrap procedure to
select the smoothing parameter involved in the procedure. This method is studied via extension simulations and applied to real unemployment data.
http://hdl.handle.net/2268/26298

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