(1) Institute of Social Sciences, University of Tsukuba, 1-1-1 Tennoudai, 305-8571 Tsukuba, Ibaraki, Japan
Abstract:
We apply nonparametric regression to current status data, which often arises in survival analysis and reliability analysis.
While no parametric assumption on the distributions has been imposed, most authors have employed parametric models like linear
models to measure the covariate effects on failure times in regression analysis with current status data. We construct a nonparametric
estimator of the regression function by modifying the maximum rank correlation (MRC) estimator. Our estimator can deal with
the cases where the other estimators do not work. We present the asymptotic bias and the asymptotic distribution of the estimator
by adapting a result on equicontinuity of degenerate U-processes to the setup of this paper.