arXiv:math/0612507 Abstract

arXiv:math/0612507 [math.ST]Abstract References Reviews Resources

Asymptotic normality for estimators of the additive regression components under random censorship

Published 2006-12-18, updated 2008-03-07Version 2

We establish asymptotic normality for estimators of the additive regression components under random censorship. To build our estimators, we couple the marginal integration method (Newey (1994)) with an initial Inverse Probability of Censoring Weighted estimator of the multivariate censored regression function introduced by Carbonez et al. (1995) and Kohler et al. (2002). Asymptotic confidence bands are derived from our result.

Comments: 21 pages, 1 figures

Categories: math.ST, stat.TH

Subjects: 62G08, 62N01

Keywords: additive regression components, asymptotic normality, random censorship, multivariate censored regression function, marginal integration method

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