Estimation of linear error-in-covariables models with validation data under random censorship

JOURNAL OF MULTIVARIATE ANALYSIS

卷:74

Article

Wang, QH

关键词: linear model;    validation data;    random censoring;    asymptotic normality;   

DOI  :  10.1006/jmva.1999.1869

来源: Elsevier

【 摘 要 】

Consider the linear models of the form Y = X(tau)beta + epsilon with the response Y censored randomly on the right and X measured erroneously. Without specifying any error models, in this paper, a semiparametric method is applied to the estimation of the parametric vector beta with the help of proper validation data. For the proposed estimator, an asymptotic representation is established and the asymptotic normality is also proved. (C) 2000 Academic Press. AMS 1991 subject classifications: primary, 62F05, 62J05; secondary, 62G05, 62E20.

【 授权许可】

Free