Estimation of semiparametric models when the criterion function is not smooth

X Chen, O Linton, I Van Keilegom - Econometrica, 2003 - Wiley Online Library
We provide easy to verify sufficient conditions for the consistency and asymptotic normality
of a class of semiparametric optimization estimators where the criterion function does not …

[KSIĄŻKA][B] Joint modeling of longitudinal and time-to-event data

R Elashoff, N Li - 2016 - taylorfrancis.com
Longitudinal studies often incur several problems that challenge standard statistical
methods for data analysis. These problems include non-ignorable missing data in …

Nonparametric estimation of the conditional survival function with double smoothing

R Peláez, R Cao, JM Vilar - Journal of Nonparametric Statistics, 2022 - Taylor & Francis
In this paper, a conditional survival function estimator for censored data is studied. It is
based on a double smoothing technique: both the covariate and the variable of interest …

Nonparametric censored and truncated regression

A Lewbel, O Linton - Econometrica, 2002 - JSTOR
WE PROPOSE NEW ESTIMATORS of the latent regression function in nonparametric
censored and truncated regression models. Our estimators are computationally convenient …

[HTML][HTML] Estimating the error distribution in nonparametric multiple regression with applications to model testing

N Neumeyer, I Van Keilegom - Journal of Multivariate Analysis, 2010 - Elsevier
In this paper we consider the estimation of the error distribution in a heteroscedastic
nonparametric regression model with multivariate covariates. As estimator we consider the …

Explaining efficiency in nonparametric frontier models: recent developments in statistical inference

L Bădin, C Daraio - … Research Frontiers in Contemporary Statistics and …, 2012 - Springer
The explanation of efficiency differentials is an essential step in any frontier analysis study
that aims to measure and compare the performance of decision making units. The …

An adapted loss function for censored quantile regression

M De Backer, AE Ghouch… - Journal of the American …, 2019 - Taylor & Francis
In this article, we study a novel approach for the estimation of quantiles when facing
potential right censoring of the responses. Contrary to the existing literature on the subject …

A two‐step estimation procedure for semiparametric mixture cure models

E Musta, V Patilea… - Scandinavian Journal of …, 2024 - Wiley Online Library
In survival analysis, cure models have been developed to account for the presence of cured
subjects that will never experience the event of interest. Mixture cure models with a …

Modelling consumer credit risk via survival analysis

R Cao, JM Vilar, A Devia - SORT: statistics and operations research …, 2009 - ddd.uab.cat
Credit risk models are used by financial companies to evaluate in advance the insolvency
risk caused by credits that enter into default. Many models for credit risk have been …

Tree-based censored regression with applications in insurance

O Lopez, X Milhaud, PE Thérond - 2016 - projecteuclid.org
We propose a regression tree procedure to estimate the conditional distribution of a variable
which is not directly observed due to censoring. The model that we consider is motivated by …