Quality-adjusted lifetime (QAL) has been playing an important role in clinical trials to evaluate treatments for chronic diseases. Much research has been focused on estimating the mean QAL when the data are subject to right censoring. The estimated mean QAL is often presented with a confidence...

It has been shown that a smoothing spline estimate is an equivalent kernel estimate. In this paper, we show that both the Nadaraya-Watson and local linear kernel estimators are equivalent penalized estimators.

An effective bandwidth selection method for local linear regression is proposed in Fan and Gijbels [1995, J. Roy. Statist. Soc. Ser. B, 57, 371-394]. The method is based on the idea of the pre-asymptotic substitution and has been tested extensively. This paper investigates the rate of...