Estimation of a general parametric location in censored regression

Heuchenne, Cédric;Van Keilegom, Ingrid
(2012) Exploring Research Frontiers in Contemporary Statistics and Econometrics — ISBN: [978-3-7908-2348-6], p. 177-187, published

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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_{θ}:θ ∈ Θ} and we propose a new method for estimating the true unknown value θ_{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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Heuchenne, C., & Van Keilegom, I. (2012). Estimation of a general parametric location in censored regression. In Ingrid Van Keilegom, Paul W. Wilson (ed.), Exploring Research Frontiers in Contemporary Statistics and Econometrics (p. p. 177-187). springer-Verlag. https://doi.org/10.1007/978-3-7908-2349-3