Non‐parametric Quantile Regression with Censored Data

Ali Gannoun, Jerome Saracco, Ao Yuan and George E. Bonney

Scandinavian Journal of Statistics, 2005, vol. 32, issue 4, 527-550

Abstract: Abstract. Censored regression models have received a great deal of attention in both the theoretical and applied statistics literature. Here, we consider a model in which the response variable is censored but not the covariates. We propose a new estimator of the conditional quantiles based on the local linear method, and give an algorithm for its numerical implementation. We study its asymptotic properties and evaluate its performance on simulated data sets.

Date: 2005
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:32:y:2005:i:4:p:527-550

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