Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis

Ralf Wilke and Laura Wichert ()

No 05-67 [rev.], ZEW Discussion Papers from ZEW - Leibniz Centre for European Economic Research

Abstract: We consider an extension of conventional univariate Kaplan-Meier type estimators for the hazard rate and the survivor function to multivariate censored data with a censored random regressor. It is an Akritas (1994) type estimator which adapts the nonparametric conditional hazard rate estimator of Beran (1981) to more typical data situations in applied analysis. We show with simulations that the estimator has nice finite sample properties and our implementation appears to be fast. As an application we estimate nonparametric conditional quantile functions with German administrative unemployment duration data.

Keywords: nonparametric estimation; censoring; unemployment duration (search for similar items in EconPapers)
JEL-codes: C14 C34 C41 (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (3)

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Working Paper: Application of a simple nonparametric conditional quantile function estimator in unemployment duration analysis (2005)
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Persistent link: https://EconPapers.repec.org/RePEc:zbw:zewdip:6085

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