Regression \(M\)-estimators with non-i.i.d. doubly censored data.

DOI10.1214/AOS/1059655911zbMath1041.62055OpenAlexW2094180379MaRDI QIDQ1434012

Jian-Jian Ren

Publication date: 1 July 2004

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1059655911

zbMATH Keywords

weak convergenceasymptotic normalityHadamard differentiabilitystrong consistencygeneralized weighted empirical process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Censored data models (62N01) Estimation in survival analysis and censored data (62N02)

Related Items (6)

Semiparametric Bayesian inference for accelerated failure time models with errors-in-covariates and doubly censored data ⋮ Semiparametric robust estimation of truncated and censored regression models ⋮ Regression M-estimators with One Modified Form of Doubly Censored Data ⋮ LAD Estimation for Multiple Regression Models with Doubly Censored Data ⋮ Survival Estimation with Missing Censoring Times for the Generalized Koziol–Green Model ⋮ Quantile regression for interval censored data

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