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Large sample results under biased sampling when covariables are present

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  • de Uña-Álvarez, Jacobo

Abstract

In this work, we introduce and analyze new estimation procedures when a (p+1)-dimensional variable (U,T) is sampled under selection bias models. Here, T denotes a time of interest and U=(u1,...,up) is a vector of covariables. Applications include the estimation of (conditional) cumulative hazard and mean residual time functions, and inference about the regression curve m(u)=E([psi](T) U=u).

Suggested Citation

  • de Uña-Álvarez, Jacobo, 2003. "Large sample results under biased sampling when covariables are present," Statistics & Probability Letters, Elsevier, vol. 63(3), pages 287-293, July.
    • Handle: RePEc:eee:stapro:v:63:y:2003:i:3:p:287-293
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    References listed on IDEAS

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    1. Ahmad, Ibrahim A., 1995. "On multivariate kernel estimation for samples from weighted distributions," Statistics & Probability Letters, Elsevier, vol. 22(2), pages 121-129, February.
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