Nonparametric regression estimates with censored data based on block thresholding method

The Jackknife estimate of covariance of two Kaplan–Meier integrals with covariables

“…[1,2]). Kaplan-Meier integrals (as defined here) have been found of interest in many applications, including nonlinear censored regression, [3,4] goodness-of-fit testing for regression models, [5] multi-state models, [6] M-estimation in the accelerated failure time model, [7] wavelet regression, [8,9] single-index models, [10] or censored regression with high-dimensional covariates. [11,12] Throughout this paper it will be assumed that the distribution function H of Z is continuous.…”

Nonparametric estimation of a quantile density function by wavelet methods

“…The new smooth linear wavelet estimator has been adapted from [17,18]. [1,2], [9,10] and [42,43] have proposed this version of wavelet estimators Estimation of quantile density GLD(0,7,7,7),n=200 Matlab which are adapted from [36]. We compare these three estimators withĝ j1 (x) andĝ S (x), two estimators given in (1.4) and (1.6), respectively.…”