Nonparametric Censored and Truncated Regression
This paper proposes new estimators of the latent regression function in nonparametric censored and truncated regression models. Our estimators are computationally convenient, consisting only of two nonparametric regressions and a univariate integral. We establish consistency and asymptotic normality for an implementation based on local linear kernel estimators. An extension permits estimation in the presence of a general form of heteroscedasticity.