This paper concerns linear regression with interval censored data. M-estimators for the regression coefficients are derived. Asymptotic consistency and normality of the M-estimators are obtained via an exponential inequality for U-statistics. Asymptotically efficient estimators are provided under mild conditions.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Efficient estimation
- Linear regression