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Rank regression for current status data

Author

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  • Aragón, Jorge
  • Quiróz, Adolfo J.

Abstract

Rank procedures for parameter estimation in linear regression with current status data are introduced. The error distribution is not specified. The estimates are shown to be consistent using empirical processes theory for U-statistics.

Suggested Citation

  • Aragón, Jorge & Quiróz, Adolfo J., 1995. "Rank regression for current status data," Statistics & Probability Letters, Elsevier, vol. 24(3), pages 251-256, August.
    • Handle: RePEc:eee:stapro:v:24:y:1995:i:3:p:251-256
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    References listed on IDEAS

    as
    1. Cavanagh, C. & Sherman, R.P., 1992. "Rank Estimators for Monotone Index Models," Papers 84, Bell Communications - Economic Research Group.
    2. Sherman, Robert P, 1993. "The Limiting Distribution of the Maximum Rank Correlation Estimator," Econometrica, Econometric Society, vol. 61(1), pages 123-137, January.
    3. Han, Aaron K., 1987. "Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 303-316, July.
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    Cited by:

    1. Abrevaya, Jason, 1999. "Rank regression for current-status data: asymptotic normality," Statistics & Probability Letters, Elsevier, vol. 43(3), pages 275-287, July.

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