Search Results - subject:"truncated data"

Goodness-of-fit tests for a semiparametric model under random double truncation

Moreira, Carla; Uña-Álvarez, Jacobo; Keilegom, Ingrid - In: Computational Statistics 29 (2014) 5, pp. 1365-1379

Doubly truncated data are commonly encountered in areas like medicine, astronomy, economics, among others. A …

Persistent link: https://www.econbiz.de/10010998519

Asymptotic normality for a local composite quantile regression estimator of regression function with truncated data

Wang, Jiang-Feng; Ma, Wei-Min; Zhang, Hui-Zeng; Wen, Li-Min - In: Statistics & Probability Letters 83 (2013) 6, pp. 1571-1579

left-truncated data, which extends the CQR method to the left-truncated model. The asymptotic normality of the proposed …

Persistent link: https://www.econbiz.de/10010664060

Modelling catastrophe claims with left-truncated severity distributions (extended version)

Chernobai, Anna; Burnecki, Krzysztof; Rachev, Svetlozar; … - Volkswirtschaftliche Fakultät, … - 2005

In this paper, we present a procedure for consistent estimation of the severity and frequency distributions based on incomplete insurance data and demonstrate that ignoring the thresholds leads to a serious underestimation of the ruin probabilities. The event frequency is modelled with a...

Persistent link: https://www.econbiz.de/10005789976

Modeling catastrophe claims with left-truncated severity distributions (extended version)

Chernobai, Anna; Burnecki, Krzysztof; Rachev, Svetlozar; … - Hugo Steinhaus Center for Stochastic Methods, … - 2005

Persistent link: https://www.econbiz.de/10009003621

Empirical likelihood for conditional quantile with left-truncated and dependent data

Liang, Han-Ying; Uña-Álvarez, Jacobo - In: Annals of the Institute of Statistical Mathematics 64 (2012) 4, pp. 765-790

Persistent link: https://www.econbiz.de/10011000062

Local polynomial estimation of a conditional mean function with dependent truncated data

Liang, Han-Ying; Uña-Álvarez, Jacobo; … - In: TEST: An Official Journal of the Spanish Society of … 20 (2011) 3, pp. 653-677

Persistent link: https://www.econbiz.de/10009400200

Asymptotic normality for estimator of conditional mode under left-truncated and dependent observations

Liang, Han-Ying; Uña-Álvarez, Jacobo - In: Metrika 72 (2010) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10008486688

Robust income distribution estimation with missing data

Victoria-Feser, Maria-Pia - London School of Economics (LSE) - 2001

this paper, we propose a robust alternative to the ML estimator with truncated data, namely one based on M-estimators that …-robust estimators (OBRE) is compared to a more conservative approach based on marginal density (MD) for truncated data, and show that …

Persistent link: https://www.econbiz.de/10010928590

Robust Income Distribution Estimation with Missing Data

Victoria-Feser, Maria-Pia - Suntory and Toyota International Centres for Economics … - 2001

Persistent link: https://www.econbiz.de/10005310320

Strong convergence in nonparametric regression with truncated dependent data

Liang, Han-Ying; Li, Deli; Qi, Yongcheng - In: Journal of Multivariate Analysis 100 (2009) 1, pp. 162-174

In this paper we derive rates of uniform strong convergence for the kernel estimator of the regression function in a left-truncation model. It is assumed that the lifetime observations with multivariate covariates form a stationary [alpha]-mixing sequence. The estimation of the covariate's...

Persistent link: https://www.econbiz.de/10005152753