Low dimensional semiparametric estimation in a censored regression model
A new estimation procedure for a partial linear additive model with censored responses is proposed. To this aim, ideas of Lewbel and Linton [A. Lewbel, O. Linton, Nonparametric censored and truncated regression, Econometrica 70 (2002) 765-779] on censored model regression are combined with those of Kim et al. [W. Kim, O. Linton, N.W. Hengartner, A computationally efficient estimator for additive nonparametric regression with bootstrap confidence intervals, Journal of Computational and Graphical Statistics, 8 (1999) 278-297] on marginal integration and those on average derivatives. This allows for dimension reduction, interpretability and -- depending on the context -- for weights yielding computationally attractive estimates. Asymptotic behavior is provided for all proposed estimators.
Year of publication: |
2011
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Authors: | Moral-Arce, Ignacio ; Rodríguez-Póo, Juan M. ; Sperlich, Stefan |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 102.2011, 1, p. 118-129
|
Publisher: |
Elsevier |
Keywords: | Semiparametric censored regression Partial linear additive models Marginal integration |
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