International audienceThe 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 based on a novel approach that uses i.i.d. representations of synthetic data through Kaplan-Meier integrals. The asymptotic results are supported by a small simulation study
AbstractThis paper is concerned with the linear regression model in which the variance of the depend...
Suppose the random vector (X,Y) satisfies the regression model Y=m(X)+sigma(X)*varepsilon, where m...
In this paper we investigate the empirical likelihood method in a linear regression model when the o...
Suppose the random vector (X; Y ) satises the regression model Y = m(X) + σ(X)ε, where m(.) = E(Y|.)...
Estimators for the linear model in the presence of censoring are available. A new extension of the l...
AbstractMotivated by regression analysis of censored survival data, we develop herein a general asym...
[[abstract]]The ordinary least squares (OLS) method is popular for analyzing linear regression model...
AbstractThis paper proposes a technique [termed censored average derivative estimation (CADE)] for s...
A noniterative method of estimation is presented in a simple linear regression model where the indep...
Let $ (T_i)_{i }$ be a sequence of independent identically distributed (i.i.d.) random variables (r...
International audienceIn this article, we propose some new generalizations of M-estimation procedure...
AbstractKoul, Susarla and Van Ryzin (1981, Ann. Statist. 9, 1276-1288) proposed a generalization of ...
AbstractThe paper uses empirical process techniques to study the asymptotics of the least-squares es...
This article provides a semi parametric method for the estimation of truncated regression models wh...
In this thesis, we consider the problem of estimating the regression function in location-scale regr...
AbstractThis paper is concerned with the linear regression model in which the variance of the depend...
Suppose the random vector (X,Y) satisfies the regression model Y=m(X)+sigma(X)*varepsilon, where m...
In this paper we investigate the empirical likelihood method in a linear regression model when the o...
Suppose the random vector (X; Y ) satises the regression model Y = m(X) + σ(X)ε, where m(.) = E(Y|.)...
Estimators for the linear model in the presence of censoring are available. A new extension of the l...
AbstractMotivated by regression analysis of censored survival data, we develop herein a general asym...
[[abstract]]The ordinary least squares (OLS) method is popular for analyzing linear regression model...
AbstractThis paper proposes a technique [termed censored average derivative estimation (CADE)] for s...
A noniterative method of estimation is presented in a simple linear regression model where the indep...
Let $ (T_i)_{i }$ be a sequence of independent identically distributed (i.i.d.) random variables (r...
International audienceIn this article, we propose some new generalizations of M-estimation procedure...
AbstractKoul, Susarla and Van Ryzin (1981, Ann. Statist. 9, 1276-1288) proposed a generalization of ...
AbstractThe paper uses empirical process techniques to study the asymptotics of the least-squares es...
This article provides a semi parametric method for the estimation of truncated regression models wh...
In this thesis, we consider the problem of estimating the regression function in location-scale regr...
AbstractThis paper is concerned with the linear regression model in which the variance of the depend...
Suppose the random vector (X,Y) satisfies the regression model Y=m(X)+sigma(X)*varepsilon, where m...
In this paper we investigate the empirical likelihood method in a linear regression model when the o...