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http://hdl.handle.net/1942/25157
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DC Field | Value | Language |
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dc.contributor.author | HENDRICKX, Kim | - |
dc.contributor.author | Groeneboom, Piet | - |
dc.date.accessioned | 2017-11-13T10:12:09Z | - |
dc.date.available | 2017-11-13T10:12:09Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | ANNALS OF STATISTICS, 46 (4), p. 1415-1444. | - |
dc.identifier.issn | 0090-5364 | - |
dc.identifier.uri | http://hdl.handle.net/1942/25157 | - |
dc.description.abstract | We construct √n-consistent and asymptotically normal estimates for the finite dimensional regression parameter in the current status linear regression model, which do not require any smoothing device and are based on maximum likelihood estimates (MLEs) of the infinite dimensional parameter. We also construct estimates, again only based on these MLEs, which are arbitrarily close to efficient estimates, if the generalized Fisher information is finite. This type of efficiency is also derived under minimal conditions for estimates based on smooth non-monotone plug-in estimates of the distribution function. Algorithms for computing the estimates and for selecting the bandwidth of the smooth estimates with a bootstrap method are provided. The connection with results in the econometric literature is also pointed out. | - |
dc.description.sponsorship | The research of the second author was supported by the Research Foundation Flanders (FWO) [grant number 11W7315N]. Support from the IAP Research Network P7/06 of the Belgian State (Belgian Science Policy) is gratefully acknowledged. | - |
dc.language.iso | en | - |
dc.subject.other | current status; linear regression; MLE; semi-parametric model | - |
dc.title | Current status linear regression | - |
dc.type | Journal Contribution | - |
dc.identifier.epage | 1444 | - |
dc.identifier.issue | 4 | - |
dc.identifier.spage | 1415 | - |
dc.identifier.volume | 46 | - |
local.format.pages | 33 | - |
local.bibliographicCitation.jcat | A1 | - |
dc.description.notes | Groeneboom, P (reprint author), Delft Univ Technol, Delft Inst Appl Math, Mekelweg 4, NL-2628 CD Delft, Netherlands. P.Groeneboom@tudelft.nl; kim.hendrickx@uhasselt.be | - |
local.type.refereed | Refereed | - |
local.type.specified | Article | - |
dc.identifier.doi | 10.1214/17-AOS1589 | - |
dc.identifier.isi | 000436600900002 | - |
item.fulltext | With Fulltext | - |
item.fullcitation | HENDRICKX, Kim & Groeneboom, Piet (2017) Current status linear regression. In: ANNALS OF STATISTICS, 46 (4), p. 1415-1444.. | - |
item.contributor | HENDRICKX, Kim | - |
item.contributor | Groeneboom, Piet | - |
item.accessRights | Open Access | - |
item.validation | ecoom 2019 | - |
crisitem.journal.issn | 0090-5364 | - |
Appears in Collections: | Research publications |
Files in This Item:
File | Description | Size | Format | |
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manuscript_AOS1589.pdf | Non Peer-reviewed author version | 1.17 MB | Adobe PDF | View/Open |
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