SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR CENSORED REGRESSION MODEL

By Songnian Chen, Shakeeb Khan. Econometric Theory, 2001

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Nonparametric Identification and Estimation of a Censored Location-Scale Regression Model (2005, background): “Examples of such procedures include those proposed by Beran (1981), Dabrowska (1987, 1992), and Fan and Gijbels (1994, 1996).”
Nonparametric estimation and inference on conditional quantile processes (2015, methodology): “Similar models are considered in He and Shi (1996), Chen and Khan (2001), Lee (2003) and Song, Ritov and Härdle (2012). Analogously to (3) and (4), a local linear approximation to the -th conditional quantile at a particular x is given by Q ( jx; zi) ( ) + (xi x)0 ( ) + z0 i ( ) and the parameter es”
Quantile regression under random censoring (2002, methodology): “1 One exception is the model in Buchinsky and Hahn (1998), where the censoring value is allowed to be a deterministic, but unknown function of the covariates.”