Strzalkowska-Kominiak, Ewa; Cao, Ricardo - In: Computational Statistics 29 (2014) 5, pp. 1243-1261
In this paper we propose a new method for estimating parameters in a single-index model under censoring based on the Beran estimator for the conditional distribution function. This, likelihood-based method is also a useful and simple tool used for bandwidth selection. Additionally, we perform an...