A simple and tractable iterative least squares estimation procedure for censored regression models with known error distributions is analyzed. It is found to be equivalent to a well-defined Huber type M-estimate. Under a regularity condition, the algorithm has excellent convergence properties. The resulting estimate is shown to be 4N-consistent and asymptotically normal. 'Statistics Department,...

How to include censored data in a statistical analysis is a recurrent issue in statistics. In multivariate extremes, the dependence structure of large observations can be characterized in terms of a non parametric angular measure, while marginal excesses above asymptotically large thresholds have a parametric distribution. In this work, a flexible semi-parametric Dirichlet mixture model for ang...

Biological size relationships, i.e., regression of one size variable on another are typically monotone but often break down at extreme values of the variables. Here we study the way a plant's biomass is apportioned to reproductive and other life activities. Working with a theory proposed by Weiner (1988) which is based upon an analogy between a biological plant and an industrial plant leads to ...

In many applications the observed data can be viewed as a censored high dimensional full data random variable X. By the curse of dimensionality it is typically not possible to construct estimators which are asymptotically eecient at every probability distribution in a semiparametric censored data model of such a high dimensional censored data structure. We provide a general method for construct...

In many applications the observed data can be viewed as a censored high dimensional full data random variable X. By the curse of dimensionality it is typically not possible to construct estimators which are asymptotically eecient at every probability distribution in a semiparametric censored data model of such a high dimensional censored data structure. We provide a general method for construct...

Restricted breeding seasons used in beef cattle produce censored data for reproduction traits measured in regard to these seasons. To analyze these data, adequate methods must be used. The objective of this paper was to compare three approaches aiming to evaluate sexual precocity in Nellore cattle. The final data set contained 6699 records of age at first conception (AFC14) (in days) and of hei...

In wood engineering, lower quantile estimation is vital to the safety of the construction with wood materials. In this thesis, we will first study the censored Weibull maximum likelihood estimate (MLE) of the lower quantile as in the current industrial standard D5457 (ASTM, 2004a) from a statistical point of view. According to our simulations, the lower quantile estimated by the censored Weibul...

In this paper, we develop a new model of a static game of incomplete information with a large number of players. The model has two key distinguishing features. First, the strategies are subject to threshold effects, and can be interpreted as dependent censored random variables. Second, in contrast to most of the existing literature, our inferential theory relies on a large number of players, ra...

Survival analysis aims at modeling time to event data which occurs ubiquitously in many biomedical and healthcare applications. One of the critical challenges with modeling such survival data is the presence of censored outcomes which cannot be handled by standard regression models. In this paper, we propose a regularized linear regression model with weighted least-squares to handle the surviva...