Local polynomial estimation of a conditional mean function with dependent truncated data
✍ Scribed by Han-Ying Liang; Jacobo de Uña-Álvarez; María del Carmen Iglesias-Pérez
- Book ID
- 107498256
- Publisher
- CrossRef test prefix
- Year
- 2011
- Tongue
- English
- Weight
- 827 KB
- Volume
- 20
- Category
- Article
- ISSN
- 1234-5678
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A truncation bias affects the observation of a pair of variables (X, Y), so that data are available only if Y ~<X. In such a situation, the nonparametric maximum likelihood estimator (NPMLE) of the distribution function of Y may have unpleasant features (Woodroofe, Ann. Statisr 13 (1985) 163-177). A
We consider an estimation strategy for regression functions which may have discontinuity=change point in the derivative functions at an unknown location. First, we propose methods of estimation for the location and the jump size of the change point via the local polynomial ÿtting based on a kernel w