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Consistency Results for Linear Regression with Censored Data

I. R. James, P. J. Smith

The Annals of Statistics · 1984 · Volume 12 · Issue 2

DOI: 10.1214/aos/1176346507

Abstract

Buckley and James (1979) proposed an estimation method for linear regression models with unspecified residual distribution and right-censored response variables. In this paper we consider weak consistency of the regression parameter estimators under regularity conditions which avoid restrictions on the censoring patterns.

Keywords

62F12, 62J05, Censored regression, consistency, Kaplan-Meier

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