This paper concerns linear regression with interval censored data.
$M$-estimators for the regression coefficients are derived. Asymptotic
consistency and normality of the $M$-estimators are obtained via an
exponential inequality for $U$-statistics. Asymptotically efficient
estimators are provided under mild conditions.
Publié le : 1998-08-14
Classification:
Linear regression, censoring, information, efficient
estimation, $U$-statistics,
62G20,
62G05,
60F05
@article{1024691244,
author = {Li, Gang and Zhang, Cun-Hui},
title = {Linear regression with interval censored data},
journal = {Ann. Statist.},
volume = {26},
number = {3},
year = {1998},
pages = { 1306-1327},
language = {en},
url = {http://dml.mathdoc.fr/item/1024691244}
}
Li, Gang; Zhang, Cun-Hui. Linear regression with interval censored data. Ann. Statist., Tome 26 (1998) no. 3, pp. 1306-1327. http://gdmltest.u-ga.fr/item/1024691244/