Median regression from twice censored data

Sundarraman Subramanian

Statistics & Probability Letters, 2021, vol. 168, issue C

Abstract: An adjusted least absolute deviation estimating function, founded on the inverse (probability of) censoring weighted approach, is proposed. Covariate-free left and right censoring is assumed. When left censoring is absent, the proposed estimating function reduces to its right-censored counterpart. Consistency and asymptotic normality of the estimator of the regression parameter are derived. Finite sample performance is investigated via simulations. Application of the proposed method is illustrated using some synthetic data sets.

Keywords: Curse of dimensionality; Empirical likelihood; Local linearity; Measure preserving transformation; Minimum dispersion statistic; Subset inference (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2020.108955

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