Single index regression models in the presence of censoring depending on the covariates
(2008) , 29 pages
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- Authors
- Abstract
- Consider a random vector (X ′ , Y )′ , where X is d-dimensional and Y is one-dimensional. We assume that Y is subject to random right censoring. The aim of this paper is twofold. First we propose a new estimator of the joint distribution of (X ′ , Y )′. This estimator overcomes the common curse-of-dimensionality problem, by using a new dimension reduction technique. Second we assume that the relation between X and Y is given by a single index model, and propose a new estimator of the parameters in this model. The asymptotic properties of all proposed estimators are obtained.
- Affiliations
Université de Paris VI Laboratoire de Statistique Théorique et Appliquée
Citations
Lopez, O., Patilea, V., & Van Keilegom, I. (2008). Single index regression models in the presence of censoring depending on the covariates (STAT Discussion Paper 0830). https://hdl.handle.net/2078.5/32591