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- Title
Asymptotic Results of a Nonparametric Conditional Quantile Estimator in the Single Functional Index Modeling under Random Censorship.
- Authors
Kadiri, Nadia; Rabhi, Abbes; Akkal, Fatima
- Abstract
The main objective of this paper is to estimate non-parametrically the quantiles of a conditional distribution based on the single-index model in the censorship model when the sample is considered as an independent and identically distributed (i.i.d.) random variables. First of all, a kernel type estimator for the conditional cumulative distribution function (cond-cdf) is introduced. Afterwards, we give an estimation of the quantiles by inverting this estimated cond-cdf, the asymptotic properties are stated when the observations are linked with a single-index structure. Simulation study is also presented to illustrate the validity and finite sample performance of the considered estimator. Finally, the estimation of the functional index via the pseudo-maximum likelihood method is discussed, but not tackled.
- Subjects
QUANTILES; MATHEMATICS theorems; CUMULATIVE distribution function; CENSORSHIP; NONPARAMETRIC estimation
- Publication
General Mathematics, 2021, Vol 29, Issue 2, p137
- ISSN
1221-5023
- Publication type
Article
- DOI
10.2478/gm-2021-0020