Article ID Journal Published Year Pages File Type
1144656 Journal of the Korean Statistical Society 2015 9 Pages PDF
Abstract

We propose a weighted least square method for estimation in the partial linear model with monotonicity constraints and right-censored data. This method uses the Kaplan–Meier weights to account for censoring and monotone B-splines to approximate the unknown monotone function. We show that the proposed estimator of regression coefficients is root-nn consistent and asymptotically normal under appropriate assumptions. One advantage is that our method can be easily computed using existing software. A simulation study is conducted to evaluate the finite sample performance of the proposed method.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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