Optimal global rate of convergence in nonparametric regression with left-truncated and right-censored data

被引：4

作者：

Park, JH ^{[1
]}

机构：

[1] Inha Univ, Dept Stat, Inchon 402751, South Korea

来源：

JOURNAL OF MULTIVARIATE ANALYSIS | 2004年 / 89卷 / 01期

关键词：

B-spline; left truncation; nonparametric regression; product limit estimator; rate of convergence; right censoring;

D O I：

10.1016/S0047-259X(03)00091-5

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we consider nonparametric regression with left-truncated and right-censored data. An estimator of the regression function is developed when censoring and truncation are independent of covariates and the response. The estimation is based on the product limit estimator of the response variable. Under certain conditions, the L-2 rate of convergence of the estimated regression function is obtained when tensor products of B-splines are used. (C) 2003 Elsevier Inc. All rights reserved.

引用

页码：70 / 86

页数：17

共 23 条

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