Estimation of a general parametric location in censored regression
نویسندگان
چکیده
Consider the random vector (X,Y ), where Y represents a response variable and X an explanatory variable. The response Y is subject to random right censoring, whereas X is completely observed. Let m(x) be a conditional location function of Y given X = x. In this paper we assume that m(·) belongs to some parametric class M = {mθ : θ ∈ Θ} and we propose a new method for estimating the true unknown value θ0. The method is based on nonparametric imputation for the censored observations. The consistency and asymptotic normality of the proposed estimator are established.
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