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In this paper, a copula-graphic estimator is proposed for censored survival data. It is assumed that there is some dependent censoring acting on the variable of interest that may come from an existing competing risk. Furthermore, the full process is independently censored by some administrative...
Persistent link: https://www.econbiz.de/10010994289
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<Para ID="Par1">In this paper, we present a method for estimating the conditional distribution function of the model error. Given the covariates, the conditional mean function is modeled as a partial linear model, and the conditional distribution function of model error is modeled as a single-index model. To...</para>
Persistent link: https://www.econbiz.de/10011240913
function with an appropriate kernel and bandwidth can reduce the variance and mean squared error (MSE) of some quantile … propose a robust bandwidth selection and bias reduction procedure. We show that the use of this smoothing method indeed leads …
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