Rank regression methods for left-truncated and right-censored data (Q1175376): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 23:31, 4 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)
0 references
25 June 1992
0 references
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.
0 references
linear rank statistics
0 references
estimation of regression coefficients
0 references
right truncated
0 references
left censored
0 references
rank estimators
0 references
adaptive rank estimators
0 references
consistency
0 references
asymptotic normality
0 references
martingale theory
0 references
tightness
0 references
stochastic integrals of empirical processes
0 references
multiple regression
0 references
