Rank regression for current-status data: asymptotic normality

Jason Abrevaya

Statistics & Probability Letters, 1999, vol. 43, issue 3, 275-287

Abstract: A rank estimator proposed by Aragón and Quiróz (1995) for the linear regression model with current-status data is shown to be -consistent and asymptotically normal. Monte Carlo simulations investigate the performance of the estimator and the proposed covariance matrix estimator.

Keywords: Rank; estimators; U-statistics; Interval; censoring (search for similar items in EconPapers)
Date: 1999
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Citations: View citations in EconPapers (4)

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