|
|||||
|
|
Guided Censored Regression |
|
| Authors: | Majda Talamakrouni Anouar El Ghouch Ingrid Van Keilegom |
| Affiliation: | Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)Université catholique de Louvain |
| Abstract: | Parametrically guided non‐parametric regression is an appealing method that can reduce the bias of a non‐parametric regression function estimator without increasing the variance. In this paper, we adapt this method to the censored data case using an unbiased transformation of the data and a local linear fit. The asymptotic properties of the proposed estimator are established, and its performance is evaluated via finite sample simulations. |
| Keywords: | least squares estimation local linear regression non‐parametric regression parametric regression right censoring synthetic data U‐statistics |