Beran-based approach for single-index models under censoring Articles uri icon

publication date

  • October 2014

start page

  • 1243

end page

  • 1261


  • 5


  • 29

International Standard Serial Number (ISSN)

  • 0943-4062

Electronic International Standard Serial Number (EISSN)

  • 1613-9658


  • 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 extensive simulation study comparing this new Beran-based approach with other existing method based on Kaplan-Meier integrals. Finally, we apply both methods to a primary biliary cirrhosis data set and propose a bootstrap test for the parameters.


  • conditional distribution function; kernel estimation; survival analysis; coefficient; regression