Maximum deviation of error density estimators in censored linear regression

Fuxia Cheng

Statistics & Probability Letters, 2012, vol. 82, issue 9, 1657-1664

Abstract: This paper considers the maximum deviation of the error density estimator in linear regression with right censored data. Based on the Kaplan–Meier estimator of the residual distribution, we define the kernel-smoothed estimator of an error density function. The limit distributions for the maximum deviation of the estimator are obtained.

Keywords: Censored linear regression; Kaplan–Meier estimator; Right censored data; Kernel density estimation; Maximum deviation (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2012.05.001

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