| Article ID: | iaor201523755 |
| Volume: | 42 |
| Issue: | 1 |
| Start Page Number: | 214 |
| End Page Number: | 233 |
| Publication Date: | Mar 2015 |
| Journal: | Scandinavian Journal of Statistics |
| Authors: | Van Keilegom Ingrid, Talamakrouni Majda, Ghouch Anouar El |
| Keywords: | statistics: general |
Parametrically guided non‐parametric regression is an appealing method that can reduce the bias of a non‐parametric regression function estimator without increasing the variance. In this paper, we adapt this method to the censored data case using an unbiased transformation of the data and a local linear fit. The asymptotic properties of the proposed estimator are established, and its performance is evaluated via finite sample simulations.