Estimation of a general parametric location in censored regression
(2010) , 12 pages
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- Abstract
- Consider the random vector (X, Y ), where Y represents a response variable and X an explanatory variable. The response Y is subject to random right censoring, whereas X is completely observed. Let m(x) be a conditional location function of Y given X = x. In this paper we assume that m(·) belongs to some parametric class M= {m : ∈ } and we propose a new method for estimating the true unknown value 0. The method is based on nonparametric imputation for the censored observations.The consistency and asymptotic normality of the proposed estimator are established.
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Citations
Heuchenne, C., & Van Keilegom, I. (2010). Estimation of a general parametric location in censored regression (ISBA Discussion Paper 1007). https://hdl.handle.net/2078.5/207264