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Large sample results under biased sampling when covariables are present

In this work, we introduce and analyze new estimation procedures when a (p+1)-dimensional variable (U,T) is sampled under selection bias models. Here, T denotes a time of interest and U=(u1,...,up) is a vector of covariables. Applications include the estimation of (conditional) cumulative hazard and mean residual time functions, and inference about the regression curve m(u)=E([psi](T) U=u).
Year of publication:
2003
Authors: de Uña-Álvarez, Jacobo
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 3, p. 287-293
Publisher: Elsevier
Keywords: Covariables Least squares Regression Selection bias Weighted distributions
Type of publication: Article
Source:
Persistent link: https://www.econbiz.de/10005143404
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