This paper considers large sample inference for the regression parameter in a partly linear model for right censored data. We introduce an estimated empirical likelihood for the regression parameter and show that its limiting distribution is a mixture of central chi-squared distributions. A Monte Ca
On semiparametric random censorship models
โ Scribed by Gerhard Dikta
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 935 KB
- Volume
- 66
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
โฆ Synopsis
We propose and study a semiparametric estimator of the distribution function in the random censorship model which generalizes the Cheng and Lin estimator in the proportional hazards model. Uniform consistency and a functional central limit result for this estimator are established. Some efficiency comparisons with the Kaplan-Meier estimator are also included.
๐ SIMILAR VOLUMES
Let ,~-= {Fo} denote a parametric family of lifetime distributions on the real line. For a given sample of possibly censored data from an unknown distribution function F, we consider the Kaplan-Meier process with estimated parameters. It constitutes the basic tool for checking the hypothesis "F C ~-