Beran-based approach for single-index models under censoring

Ewa Strzalkowska-Kominiak () and Ricardo Cao

Computational Statistics, 2014, vol. 29, issue 5, 1243-1261

Abstract: In this paper we propose a new method for estimating parameters in a single-index model under censoring based on the Beran estimator for the conditional distribution function. This, likelihood-based method is also a useful and simple tool used for bandwidth selection. Additionally, we perform an extensive simulation study comparing this new Beran-based approach with other existing method based on Kaplan–Meier integrals. Finally, we apply both methods to a primary biliary cirrhosis data set and propose a bootstrap test for the parameters. Copyright Springer-Verlag Berlin Heidelberg 2014

Keywords: Conditional distribution function; Kernel estimation; Survival analysis (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s00180-014-0489-y

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