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Rank regression for current-status data: asymptotic normality

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Author Info
Abrevaya, Jason

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Abstract

A rank estimator proposed by Aragón and Quiróz (1995) for the linear regression model with current-status data is shown to be -consistent and asymptotically normal. Monte Carlo simulations investigate the performance of the estimator and the proposed covariance matrix estimator.

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File URL: http://www.sciencedirect.com/science/article/B6V1D-3WPPRTV-7/2/4046a6d49a06ab614489562e92197e2e
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Publisher Info
Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 43 (1999)
Issue (Month): 3 (July)
Pages: 275-287
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Handle: RePEc:eee:stapro:v:43:y:1999:i:3:p:275-287

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Related research
Keywords: Rank estimators U-statistics Interval censoring;

Cited by:
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  1. Toshio Honda, 2004. "Nonparametric regression with current status data," Annals of the Institute of Statistical Mathematics, Springer, vol. 56(1), pages 49-72, March. [Downloadable!] (restricted)
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