Consistency of the Semi‐parametric MLE in Linear Regression Models with Interval‐censored Data

Qiqing Yu, George Y. C. Wong and Fanhui Kong

Scandinavian Journal of Statistics, 2006, vol. 33, issue 2, 367-378

Abstract: Abstract. Consider the model Y=β′X+ε. Let F0 be the unknown cumulative distribution function of the random variable ε. Consistency of the semi‐parametric Maximum likelihood estimator of (β,F0), denoted by , has not been established under any interval censorship (IC) model. We prove in this paper that is consistent under the mixed case IC model and some mild assumptions.

Date: 2006
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
https://doi.org/10.1111/j.1467-9469.2006.00491.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:scjsta:v:33:y:2006:i:2:p:367-378

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0303-6898

Access Statistics for this article

Scandinavian Journal of Statistics is currently edited by ÿrnulf Borgan and Bo Lindqvist

More articles in Scandinavian Journal of Statistics from Danish Society for Theoretical Statistics, Finnish Statistical Society, Norwegian Statistical Association, Swedish Statistical Association
Bibliographic data for series maintained by Wiley Content Delivery ().