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LAD estimation for nonlinear regression models with randomly censored data. (English) Zbl 1092.62067

Summary: The least absolute deviations (LAD) estimation for nonlinear regression models with randomly censored data is studied and the asymptotic properties of LAD estimators such as consistency, boundedness in probability and asymptotic normality are established. Simulation results show that for the problems with censored data, LAD estimation performs much more robustly than the least squares estimation.

MSC:

62J02 General nonlinear regression
62N02 Estimation in survival analysis and censored data
62F12 Asymptotic properties of parametric estimators
62N01 Censored data models