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Semiparametric regression functionals. (English) Zbl 0818.62040
Summary: A regression method is developed for a general class of functionals. A semiparametric linear model is adopted, and the regression parameters are estimated by maximizing a profiled nonparametric or empirical likelihood based on a local estimate of the conditional distribution function. Simulated and real data examples are shown, including an application of quantile regression to censored survival data from a clinical trial for myeloma.

MSC:
62G07 Density estimation
62J12 Generalized linear models (logistic models)
62P10 Applications of statistics to biology and medical sciences; meta analysis
62F99 Parametric inference
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