Guided Censored Regression

Majda Talamakrouni, Anouar El Ghouch and Ingrid Van Keilegom ()

Scandinavian Journal of Statistics, 2015, vol. 42, issue 1, 214-233

Abstract: type="main" xml:id="sjos12103-abs-0001"> Parametrically guided non-parametric regression is an appealing method that can reduce the bias of a non-parametric regression function estimator without increasing the variance. In this paper, we adapt this method to the censored data case using an unbiased transformation of the data and a local linear fit. The asymptotic properties of the proposed estimator are established, and its performance is evaluated via finite sample simulations.

Date: 2015
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