Nonparametric Regression with Censored Covariates

Nonparametric Regression with Nonparametrically Generated Covariates

In this paper, we analyze the properties of nonparametric estimators of a regression function when some covariates are not directly observed, but have only been estimated by some nonparametric procedure. We provide general results that can be used to establish rates of consistency or asymptotic normality in numerous econometric applications, including nonparametric estimation of simultaneous eq...

Nonparametric regression with censored survival time data

The paper deals with a class of nonparametric regression estimates introduced by Beran (1981) to estimate conditional survival functions in the presence of right censoring. Weak convergence results are established for kernel and nearest neighbour estimates of the conditional cumulative hazard and survival functions as well as the quantile and L-type regression functionals.

Multiple Imputation for M-Regression With Censored Covariates

Nonparametric quantile regression for twice censored data

We consider the problem of nonparametric quantile regression for twice censored data. Two new estimates are presented, which are constructed by applying concepts of monotone rearrangements to estimates of the conditional distribution function. The proposed methods avoid the problem of crossing quantile curves. Weak uniform consistency and weak convergence is established for both estimates and t...

Estimation of a Nonparametric Censored Regression Model

In this paper we consider identiication and estimation of a censored nonparametric location scale model. We rst show that in the case where the location function is strictly less than the ((xed) censoring point for all values in the support of the explanatory variables, then the location function is not identiied anywhere. In contrast, if the location function is greater or equal to the censor-...