ESTIMATION OF REGRESSION COEFFICIENTS IN AN EXPONENTIAL REGRESSION MODEL WITH CENSORED OBSERVATIONS

Censored Quantile Regression with Varying Coefficients

We propose a varying-coefficient quantile regression model for survival data subject to random censoring. Motivated by the work of Yang (1999), quantilebased moments are constructed using covariate-weighted empirical cumulative hazard functions. We estimate regression parameters based on the generalized method of moments. The proposed estimators are shown to be consistent and asymptotically nor...

Estimation of a Nonparametric Censored Regression Model

In this paper we consider identiication and estimation of a censored nonparametric location scale model. We rst show that in the case where the location function is strictly less than the ((xed) censoring point for all values in the support of the explanatory variables, then the location function is not identiied anywhere. In contrast, if the location function is greater or equal to the censor-...

Conditional density estimation in a censored single-index regression model

On Wavelet Estimation in Censored Regression

The Cox proportional hazards model has become the model of choice to use in analyzing the effects of covariates on survival data. However, this assumption has significant restrictions on the behavior of the conditional survival function. The accelerated failure time model, which models the survival time and covariates directly through regression, provides an alternative approach to interpret th...

Bayesian and Iterative Maximum Likelihood Estimation of the Coefficients in Logistic Regression Analysis with Linked Data

This paper considers logistic regression analysis with linked data. It is shown that, in logistic regression analysis with linked data, a finite mixture of Bernoulli distributions can be used for modeling the response variables. We proposed an iterative maximum likelihood estimator for the regression coefficients that takes the matching probabilities into account. Next, the Bayesian counterpart...