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The problem of estimating a nonlinear regression model, when the dependent variable is randomly censored, is considered. The parameter of the model is estimated by least squares using synthetic data. Consistency and asymptotic normality of the least squares estimators are derived. The proofs are...
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The problem of estimating a nonlinear regression model when the dependent variableis randomly censored is considered. The parameter of the model is estimated by leastsquares using synthetic data, that is a suitable transformation of the response variablesthat preserves the conditional...
Persistent link: https://www.econbiz.de/10005704062
The problem of building bootstrap con¯dence intervals for small probabilitieswith count data is considered. The true probability distribution generating the in-dependent observations is supposed to be a mixture of a given family of power seriesdistributions. The mixing distribution is estimated...
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A model for competing (resp. complementary) risks survival data where the failure time can beleft (resp. right) censored is proposed. Product-limit estimators for the survival functions of theindividual risks are derived. We deduce the strong convergence of our estimators on the wholereal...
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