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math.ST2008
Conditional density estimation in a censored single-index regression model
Olivier Bouaziz, Olivier Lopez
Under a single-index regression assumption, we introduce a new semiparametric procedure to estimate a conditional density of a censored response. The regression model can be seen a…
math.ST2008
Single-index Regression models with right-censored responses
Olivier Lopez
In this article, we propose some new generalizations of M-estimation procedures for single-index regression models in presence of randomly right-censored responses. We derive consi…