Maximum deviation of error density estimators in censored linear regression

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.

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Year of publication:	2012
Authors:	Cheng, Fuxia
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 9, p. 1657-1664
Publisher:	Elsevier
Subject:	Censored linear regression \| Kaplan–Meier estimator \| Right censored data \| Kernel density estimation \| Maximum deviation

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010597157