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arXiv · 0803.1112

Single-index Regression models with right-censored responses

Olivier Lopez
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Abstract

In this article, we propose some new generalizations of M-estimation procedures for single-index regression models in presence of randomly right-censored responses. We derive consistency and asymptotic normality of our estimates. The results are proved in order to be adapted to a wide range of techniques used in a censored regression framework (e.g. synthetic data or weighted least squares). As in the uncensored case, the estimator of the single-index parameter is seen to have the same asymptotic behavior as in a fully parametric scheme. We compare these new estimators with those based on the average derivative technique of Burke and Lu (2005) through a simulation study.

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Olivier Lopez. 2008-03-07. Single-index Regression models with right-censored responses. https://arxiv.org/abs/0803.1112

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