Linear Regression with Censoring

C. Srinivasan and M. Zhou

Journal of Multivariate Analysis, 1994, vol. 49, issue 2, 179-201

Abstract: Koul, Susarla and Van Ryzin (1981, Ann. Statist. 9, 1276-1288) proposed a generalization of the ordinary least squares estimator in linear models with censored data. This paper uses counting processes and martingale techniques to provide a proof of the asymptotic normality of the estimator. A detailed analysis of the asymptotic variance is presented.

Date: 1994
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