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November, 1981 Regression Analysis with Randomly Right-Censored Data
H. Koul, V. Susarla, J. Van Ryzin
Ann. Statist. 9(6): 1276-1288 (November, 1981). DOI: 10.1214/aos/1176345644


This paper proposes a new estimator of the parameter vector in a linear regression model when the observations are randomly censored on the right and when the error distribution is unknown. This estimator is explicitly defined and easily computable. The paper contains sufficient conditions under which this estimator is mean square consistent and asymptotically normal. A numerical example is given.


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H. Koul. V. Susarla. J. Van Ryzin. "Regression Analysis with Randomly Right-Censored Data." Ann. Statist. 9 (6) 1276 - 1288, November, 1981.


Published: November, 1981
First available in Project Euclid: 12 April 2007

zbMATH: 0477.62046
MathSciNet: MR630110
Digital Object Identifier: 10.1214/aos/1176345644

Primary: 62G05
Secondary: 62J05 , 62N05 , 62P10

Keywords: asymptotically normal , consistent , Kaplan-Meier , least squares

Rights: Copyright © 1981 Institute of Mathematical Statistics

Vol.9 • No. 6 • November, 1981
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