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Smooth Conditional Distribution Function and Quantiles Under Random Censorship

Author

Listed:
  • Leconte, E.
  • Poiraud-Casanova, S.
  • Tohomas-Agnan, C.

Abstract

We consider a nonparametric random design regression model in which the response variable is possibly right censored. The aim of this paper is to estimate the conditional destribution function and the conditional x-quantile of the response variable. We restrict attention to the case where the response variable as well as the explanatory variable are unidimensional and continuous. We propose and discuss two classes of estimators which are smooth with respect to the response variable as well as to the covariate. Some simulations demonstrate that the new methods have better mean square error performances than the generalized Kaplan-Meier estimator considered in the literature by Dabrowska and Gonzales-Manteiga and Cadarso-Suarez.

Suggested Citation

  • Leconte, E. & Poiraud-Casanova, S. & Tohomas-Agnan, C., 2000. "Smooth Conditional Distribution Function and Quantiles Under Random Censorship," Papers 00-543, Toulouse - GREMAQ.
    • Handle: RePEc:fth:gremaq:00-543
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    Citations

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    Cited by:

    1. Dehghan, Mohammad Hossein & Duchesne, Thierry, 2011. "On the performance of some non-parametric estimators of the conditional survival function with interval-censored data," Computational Statistics & Data Analysis, Elsevier, vol. 55(12), pages 3355-3364, December.
    2. Xiaofeng Lv & Gupeng Zhang & Guangyu Ren, 2017. "Gini index estimation for lifetime data," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 23(2), pages 275-304, April.
    3. García, A., 2016. "Oaxaca-Blinder Type Counterfactual Decomposition Methods for Duration Outcomes," Documentos de Trabajo 14186, Universidad del Rosario.
    4. Wang, Huixia Judy & Wang, Lan, 2009. "Locally Weighted Censored Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 104(487), pages 1117-1128.
    5. Xiaofeng Lv & Gupeng Zhang & Xinkuo Xu & Qinghai Li, 2019. "Weighted quantile regression for censored data with application to export duration data," Statistical Papers, Springer, vol. 60(4), pages 1161-1192, August.

    More about this item

    Keywords

    DISTRIBUTION ; MODELS ; MATHEMATICS;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C25 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions; Probabilities

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