Rank regression methods for left-truncated and right-censored data (Q1175376): Difference between revisions
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Latest revision as of 21:36, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank regression methods for left-truncated and right-censored data |
scientific article |
Statements
Rank regression methods for left-truncated and right-censored data (English)
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25 June 1992
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This paper considers the problem of estimation of regression coefficients when the response variable is right truncated and left censored. Rank estimators and adaptive rank estimators are suggested and their consistency and asymptotic normality is proved under suitable regularity conditions using martingale theory and a tightness lemma for stochastic integrals of empirical processes. An extension to the multiple regression case is also presented.
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linear rank statistics
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estimation of regression coefficients
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right truncated
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left censored
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rank estimators
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adaptive rank estimators
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consistency
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asymptotic normality
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martingale theory
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tightness
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stochastic integrals of empirical processes
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multiple regression
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