Nonparametric regression with doubly truncated data

In this paper nonparametric regression with a doubly truncated response is introduced. Local constant and local linear kernel-type estimators are proposed. Asymptotic expressions for the bias and the variance of the estimators are obtained, showing the deterioration provoked by the random truncation...

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Bibliographic Details
Main Author: Moreira, Carla (author)
Other Authors: Uña Álvarez, Jacobo de (author), Machado, Luís Meira (author)
Format: report
Language:eng
Published: 2012
Subjects:
Online Access:http://hdl.handle.net/1822/21425
Country:Portugal
Oai:oai:repositorium.sdum.uminho.pt:1822/21425