Global Bahadur representation for nonparametric censored regression quantiles and its applications

<p>This paper is concerned with the nonparametric estimation of regression quantiles where the response variable is randomly censored. Using results on the strong uniform convergence of U-processes, we derive a global Bahadur representation for the weighted local polynomial estimators, which is su&#64259;ciently accurate for many further theoretical analyses including inference. We consider two applications in detail: estimation of the average derivative, and estimation of the component functions in additive quantile regression models.</p>