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

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

2006-12-18

arxiv.org/abs/math/0612507v2

Mathematics

Statistics Theory

21 pages, 1 figures

Scientific paper

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.

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