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Parametrically guided local quasi-likelihood with censored data

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  • Talamakrouni, Majda
  • El Ghouch, Anouar
  • Van Keilegom, Ingrid

Abstract

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Suggested Citation

  • Talamakrouni, Majda & El Ghouch, Anouar & Van Keilegom, Ingrid, 2016. "Parametrically guided local quasi-likelihood with censored data," LIDAM Discussion Papers ISBA 2016011, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    • Handle: RePEc:aiz:louvad:2016011
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    References listed on IDEAS

    as
    1. Clemontina A. Davenport & Arnab Maity & Yichao Wu, 2015. "Parametrically guided estimation in nonparametric varying coefficient models with quasi-likelihood," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 27(2), pages 195-213, June.
    2. Michel Delecroix & Olivier Lopez & Valentin Patilea, 2008. "Nonlinear Censored Regression Using Synthetic Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(2), pages 248-265, June.
    3. J. Fan & J. Chen, 1999. "One‐step local quasi‐likelihood estimation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 61(4), pages 927-943.
    4. Glad, Ingrid K., 1998. "A note on unconditional properties of a parametrically guided Nadaraya-Watson estimator," Statistics & Probability Letters, Elsevier, vol. 37(1), pages 101-108, January.
    5. Anouar El Ghouch & Ingrid Van Keilegom, 2008. "Non‐parametric Regression with Dependent Censored Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 35(2), pages 228-247, June.
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