We study the problem of fitting a heteroscedastic median regression model from left-truncated and right-censored data. It is demonstrated that the adapted Efron's self-consistency equation of McKeague et al. (2001) can be extended to analyze left-truncated and right-censored data. We evaluate the finite sample performance of the proposed estimators through simulation studies. ? 2012 Elsevier B.V.
Relation:
Journal of Statistical Planning and Inference Volume 142, Issue 7, July 2012, Pages 1757-1766