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Réduction de dimension en présence de données censurées

Abstract : We consider regression models with randomly right-censored responses. We propose new estimators of the regression function in parametric models, and nonparametric lack-of-fit tests of these models. We then adapt these methods to the study of a semiparametric single-index model, in order to generalize dimension reduction techniques used in absence of censoring. We first consider models relying on more restrictive identifiability conditions, and then consider the case when the response and the censoring variable are independent conditionally to the covariates. In this last kind of models, actual techniques do not allow to estimate the regression function when there is more than one covariate. We develop a new dimension reduction approach to circumvent this problem.
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Contributor : Olivier Lopez Connect in order to contact the contributor
Submitted on : Monday, December 10, 2007 - 1:15:28 PM
Last modification on : Friday, August 5, 2022 - 2:49:41 PM
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  • HAL Id : tel-00195261, version 1


Olivier Lopez. Réduction de dimension en présence de données censurées. Mathématiques [math]. ENSAE ParisTech, 2007. Français. ⟨tel-00195261⟩



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