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題名 | Local Linear Quantile Regression with Dependent Censored Data= |
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作者 | Ghouch, Anouar El; Keilegom, Ingrid Van; |
期刊 | Statistica Sinica |
出版日期 | 20091000 |
卷期 | 19:4 2009.10[民98.10] |
頁次 | 頁1621-1640 |
分類號 | 319.51 |
語文 | eng |
關鍵詞 | Censoring; Kernel smoothing; Local linear smoothing; Mixing sequences; Nonparametric regression; Quantile regression; Strong mixing; Survival analysis; |
英文摘要 | Abstract: We consider the problem of nonparametrically estimating the conditional quantile function from censored dependent data. The method proposed here is based on a local linear fit using the check function approach. The asymptotic properties of the proposed estimator are established. Since the estimator is defined as a solution of a minimization problem, we also propose a numerical algorithm. We investigate the performance of the estimator for small samples through a simulation study, and we also discuss the optimal choice of the bandwidth parameters. |
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