Authors: Dette, Holger
Volgushev, Stanislav
Title: Nonparametric quantile regression for twice censored data
Language (ISO): en
Abstract: 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 their finite sample properties are investigated by means of a simulation study. As a by-product, we obtain a new result regarding the weak convergence of the Beran estimator for right censored data on the maximal possible domain, which is of its own interest.
Subject Headings: Beran estimator
censored data
crossing quantile curves
monotone rearrangements
quantile regression
survival analysis
Issue Date: 2009-09-16
Appears in Collections:Sonderforschungsbereich (SFB) 823

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