Linear Regression with Censoring
Koul, Susarla and Van Ryzin (1981, Ann. Statist. 9, 1276-1288) proposed a generalization of the ordinary least squares estimator in linear models with censored data. This paper uses counting processes and martingale techniques to provide a proof of the asymptotic normality of the estimator. A detailed analysis of the asymptotic variance is presented.
Year of publication: |
1994
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Authors: | Srinivasan, C. ; Zhou, M. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 49.1994, 2, p. 179-201
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Publisher: |
Elsevier |
Saved in:
Online Resource
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