Fixed Design Nonparametric Regression with Truncated and Censored Data
Fixed Design Nonparametric Regression with Truncated and Censored Data作者机构:Academy of Mathematics and System Sciences Chinese Academy of Sciences Beijing China
出 版 物:《Acta Mathematicae Applicatae Sinica》 (应用数学学报(英文版))
年 卷 期:2003年第19卷第2期
页 面:229-238页
核心收录:
学科分类:07[理学] 070102[理学-计算数学] 0701[理学-数学]
基 金:Partially supported by the National Natural Science Foundation of China (No.10071092)
主 题:Keywords Nonparametric regression fixed design asymptotic representation truncated and censored data modulus of continuity
摘 要:Abstract In this paper we consider a fixed design model in which the observations are subject to left truncation and right censoring. A generalized product-limit estimator for the conditional distribution at a given covariate value is proposed, and an almost sure asymptotic representation of this estimator is established. We also obtain the rate of uniform consistency, weak convergence and a modulus of continuity for this estimator. Applications include trimmed mean and quantile function *** applications demonstrate the usefulness of the new matrix products.