AsymptoticDistributions of Two "Synthetic Data" Estimators for Censored Single-Index Model

来源 :2009 International Conference on Financial Statistics and Fi | 被引量 : 0次 | 上传用户:bai408
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  The censored single-index model provides a flexible way for modelling the association between a response and a set of predictor variables when the response variable is randomly censored and the link function is unknown.It presents a technique for "dimension reduction" in semiparametric censored regression models and generalizes the existing accelerated failure time models for survival analysis.
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