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The problem of estimating a nonlinear regression model when the dependent variableis randomly censored is considered. The parameter of the model is estimated by leastsquares using synthetic data, that is a suitable transformation of the response variablesthat preserves the conditional...
Persistent link: https://www.econbiz.de/10005704062
We develop two kernel smoothing based tests of a parametric mean-regressionmodel against a nonparametric alternative when the response variable is right-censored. The new test statistics are inspired by the synthetic data and the weightedleast squares approaches for estimating the parameters of...
Persistent link: https://www.econbiz.de/10005704083
The problem of estimating a nonlinear regression model, when the dependent variable is randomly censored, is considered. The parameter of the model is estimated by least squares using synthetic data. Consistency and asymptotic normality of the least squares estimators are derived. The proofs are...
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