• Media type: E-Book; Report
  • Title: Global Bahadur representation for nonparametric censored regression quantiles and its applications
  • Contributor: Kong, Efang [Author]; Linton, Oliver [Author]; Xia, Yingcun [Author]
  • imprint: London: Centre for Microdata Methods and Practice (cemmap), 2011
  • Language: English
  • DOI: https://doi.org/10.1920/wp.cem.2011.3311
  • Keywords: Kernel smoothing ; Schätztheorie ; Regression ; Nichtparametrisches Verfahren ; Censored data ; Semiparametric models ; Bahadur representation ; Quantile regression
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  • Description: This paper is concerned with the nonparametric estimation of regression quantiles where the response variable is randomly censored. Using results on the strong uniform convergence of U-processes, we derive a global Bahadur representation for the weighted local polynomial estimators, which is sufficiently accurate for many further theoretical analyses including inference. We consider two applications in detail: estimation of the average derivative, and estimation of the component functions in additive quantile regression models.
  • Access State: Open Access