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http://dx.doi.org/10.7465/jkdi.2013.24.2.211

Nonparametric estimation of conditional quantile with censored data  

Kim, Eun-Young (Department of Statistics, Chonbuk National University)
Choi, Hyemi (Department of Statistics, Chonbuk National University)
Publication Information
Journal of the Korean Data and Information Science Society / v.24, no.2, 2013 , pp. 211-222 More about this Journal
Abstract
We consider the problem of nonparametrically estimating the conditional quantile function from censored data and propose new estimators here. They are based on local logistic regression technique of Lee et al. (2006) and "double-kernel" technique of Yu and Jones (1998) respectively, which are modified versions under random censoring. We compare those with two existing estimators based on a local linear fits using the check function approach. The comparison is done by a simulation study.
Keywords
Censoring; conditional quantile; local linear fit;
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Times Cited By KSCI : 3  (Citation Analysis)
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