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Estimation of location and scale functionals in nonparametric regression under copula dependent censoring

机译:copula相关删失下非参数回归中位置和尺度函数的估计

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摘要

Let (X, Y ) be a random vector, where Y denotes the variable of interest possibly subject to random right censoring, and X is a covariate. The variable Y is a (possible monotone transformation of a) survival time. The censoring time C and the survival time Y are allowed to be dependent, and the dependence is described via a known copula (this also includes the independent case). Under this setting we propose estimators of certain location and scale functionals of Y given X. We derive their asymptoticproperties, uniformly over the support of X. In particular we derive an asymptotic representation and the uniform convergence rates for these estimators and their derivatives. We also prove asymptotic results for an estimator of the conditional distribution (the so-called conditional copula-graphic estimator), which generalizes previous results obtained by Braekers and Veraverbeke (2005). We also illustrate the results via simulations and the analysis of data on bone marrow transplantation.
机译:令(X,Y)为随机向量,其中Y表示可能要进行随机右删失的目标变量,而X为协变量。变量Y是生存时间(可能的单调变换)。审查时间C和生存时间Y被允许是依赖的,并且依赖关系通过已知的copula描述(这也包括独立的情况)。在这种情况下,我们提出给定X的Y的某些位置和尺度函数的估计量。我们在X的支持下一致地导出它们的渐近性质。尤其是,我们得出这些估计量及其导数的渐近表示和一致收敛速度。我们还证明了条件分布的估计量(所谓的条件copula-graphic估计量)的渐近结果,它概括了Braekers和Veraverbeke(2005)的先前结果。我们还将通过模拟和对骨髓移植数据的分析来说明结果。

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