scholarly journals Variable selection in partly linear regression model with diverging dimensions for right censored data

2012 ◽  
Vol 22 (3) ◽  
Author(s):  
Shuangge Ma ◽  
Pang Du
Keyword(s):  
Linear Regression ◽  
Variable Selection ◽  
Regression Model ◽  
Censored Data ◽  
Linear Regression Model ◽  
Right Censored Data

scholarly journals Consistency of the Modified Semi-Parametric MLE under the Linear Regression Model with Right-Censored Data

2021 ◽  
Vol 25 (2) ◽  
pp. 83-108
Author(s):  
Qiqing Yu ◽  
Keyword(s):  
Linear Regression ◽  
Regression Model ◽  
Censored Data ◽  
Linear Regression Model ◽  
Regularity Conditions ◽  
Necessary And Sufficient Condition ◽  
Right Censored Data ◽  
Right Censorship ◽  
The Right ◽  
Necessary And Sufficient

Under the right censorship model and under the linear regression model where may not exist, the modified semi-parametric MLE (MSMLE) was proposed by Yu and Wong [17]. The MSMLE of satisfying infinitely often) if is discontinuous, and the simulation study suggests that it is also consistent and efficient under certain regularity conditions. In this paper, we establish the consistency of the MSMLE under the necessary and sufficient condition that is identifiable. Notice that under the latter assumption, the Buckley-James estimator and the median regression estimator can be inconsistent (see Yu and Dong [20]).

Sign in / Sign up

Export Citation Format

Share Document