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

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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.
21 pages, 1 figures

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Statistics Theory, 62G08; 62N01

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http://salesiana.dossiersoluciones.com/handle/123456789/156370

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0612507
 http://arxiv.org/abs/math/0612507

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arXiv