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| 題 名 | Local Linear Quantile Regression with Dependent Censored Data |
|---|---|
| 作 者 | Ghouch, Anouar El; Keilegom, Ingrid Van; | 書刊名 | Statistica Sinica |
| 卷 期 | 19:4 2009.10[民98.10] |
| 頁 次 | 頁1621-1640 |
| 分類號 | 319.51 |
| 關鍵詞 | Censoring; Kernel smoothing; Local linear smoothing; Mixing sequences; Nonparametric regression; Quantile regression; Strong mixing; Survival analysis; |
| 語 文 | 英文(English) |
| 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. |
本系統中英文摘要資訊取自各篇刊載內容。