Asymptotic distributions of two "synthetic data" estimators for censored single-index models
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- Strzalkowska-Kominiak, Ewa & Cao, Ricardo, 2013. "Maximum likelihood estimation for conditional distribution single-index models under censoring," Journal of Multivariate Analysis, Elsevier, vol. 114(C), pages 74-98.
- Lai, Peng & Li, Gaorong & Lian, Heng, 2013. "Semiparametric estimation of fixed effects panel data single-index model," Statistics & Probability Letters, Elsevier, vol. 83(6), pages 1595-1602.
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Keywords
Accelerated failure time model Asymptotic normality rMAVE rOPG Random censoring Single-index model Synthetic data;Statistics
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