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Comparison of kernel estimators of conditional distribution function and quantile regression under censoring
Article de revue   Avec comité de lecture

Comparison of kernel estimators of conditional distribution function and quantile regression under censoring

Ali Gannoun, Jerome Saracco et Keming Yu
Statistical modelling, Vol.7(4), pp.329-344
01/12/2007

Résumé

Mathematics Physical Sciences Science & Technology Statistics & Probability
We consider a regression model in which the variable of interest is censored. We present various nonparametric estimators of the conditional distribution function and of conditional quantiles. In a simulation study, we compare the performance of these estimators. Moreover, the local linear estimator of conditional quantile is applied on a dataset dealing with the effect of age on survival time of kidney transplant patients.

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