NONPARAMETRIC-ESTIMATION OF REGRESSION PARAMETERS FROM CENSORED-DATA WITH A DISCRETE COVARIATE

被引：7

作者：

RAHBAR, MH

GARDINER, JC

机构：

[1] UNIV WISCONSIN,DEPT MATH,LA CROSSE,WI 54601

[2] MICHIGAN STATE UNIV,DEPT STAT & PROBABIL,E LANSING,MI 48824

来源：

STATISTICS & PROBABILITY LETTERS | 1995年 / 24卷 / 01期

基金：

美国国家卫生研究院;

关键词：

KAPLAN-MEIER ESTIMATOR; ASYMPTOTIC NORMALITY AND RIGHT CENSORED DATA;

D O I：

10.1016/0167-7152(94)00143-V

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A noniterative method of estimation is presented in a simple linear regression model where the independent variable (covariate) assumes only a finite number of values and the dependent variable (response) is randomly right censored. The censoring distribution may depend on the covariate values. The efficiency of our estimator is compared with another noniterative estimator in the literature using simulations. The asymptotic normality of the estimators of the regression parameters are established. In addition, the distribution of estimator of the asymptotic variance is obtained.

引用

页码：13 / 20

页数：8

共 50 条

[41] PROBABILITY MOMENTS OF NONPARAMETRIC-ESTIMATION OF THE REGRESSION FUNCTION
ZAVARIN, AN
[J]. AUTOMATION AND REMOTE CONTROL, 1985, 46 (04) : 457 - 467
[42] Nonparametric regression with discrete covariate and missing values
Chen, Song Xi
Tang, Cheng Yong
[J]. STATISTICS AND ITS INTERFACE, 2011, 4 (04) : 463 - 474
[43] Polynomial Regression with Censored Data based on Preliminary Nonparametric Estimation
Cédric Heuchenne
Ingrid Van Keilegom
[J]. Annals of the Institute of Statistical Mathematics, 2007, 59 : 273 - 297
[44] Nonparametric estimation of the relative error in functional regression and censored data
Mechab, Boubaker
Hamidi, Nesrine
Benaissa, Samir
[J]. CHILEAN JOURNAL OF STATISTICS, 2019, 10 (02): : 177 - 195
[45] Estimation and bootstrap with censored data in fixed design nonparametric regression
VanKeilegom, I
Veraverbeke, N
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1997, 49 (03) : 467 - 491
[46] NONPARAMETRIC-ESTIMATION BASED ON CENSORED OBSERVATIONS OF A MARKOV RENEWAL PROCESS
GILL, RD
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1980, 53 (01): : 97 - 116
[47] Estimation and Bootstrap with Censored Data in Fixed Design Nonparametric Regression
Ingrid Van Keilegom
Noël Veraverbeke
[J]. Annals of the Institute of Statistical Mathematics, 1997, 49 : 467 - 491
[48] Polynomial regression with censored data based on preliminary nonparametric estimation
Heuchenne, Cedric
Van Keilegom, Ingrid
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2007, 59 (02) : 273 - 297
[49] NONPARAMETRIC-ESTIMATION OF SMOOTH REGRESSION-FUNCTIONS
NEMIROVSKIY, AS
[J]. SOVIET JOURNAL OF COMPUTER AND SYSTEMS SCIENCES, 1985, 23 (06): : 1 - 11
[50] NONPARAMETRIC-ESTIMATION OF A REGRESSION FUNCTION WITH DEPENDENT OBSERVATIONS
WU, JS
CHU, CK
[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1994, 50 (01) : 149 - 160

← 1 2 3 4 5 →