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1 LSTA - Laboratoire de Statistique Théorique et Appliquée 2 IRMAR - Institut de Recherche Mathématique de Rennes 3 Institute of Statistics

Abstract : Consider a random vector $X-,Y-$, where $X$ is $d$-dimensional and $Y$ is one-dimensional. We assume that $Y$ is subject to random right censoring. The aim of this paper is twofold. First we propose a new estimator of the joint distribution of $X-,Y-$. This estimator overcomes the common curse-of-dimensionality problem, by using a new dimension reduction technique. Second we assume that the relation between $X$ and $Y$ is given by a single index model, and propose a new estimator of the parameters in this model. The asymptotic properties of all proposed estimators are obtained.

Keywords : curse-of-dimensionality dimension reduction multivariate distribution right censoring semiparametric regression survival analysis





Autor: Olivier Lopez - Valentin Patilea - Ingrid Van Keilegom -

Fuente: https://hal.archives-ouvertes.fr/



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