LINEAR-REGRESSION WITH CENSORING

JOURNAL OF MULTIVARIATE ANALYSIS

卷:49

Article

关键词: CENSORED DATA;    REGRESSION;    MARTINGALE;    ASYMPTOTIC DISTRIBUTION;   

DOI  :  10.1006/jmva.1994.1021

来源: Elsevier

【 摘 要 】

Koul, Susarla and Van Ryzin (1981, Ann. Statist. 9, 1276-1288) proposed a generalization of the ordinary least squares estimator in linear models with censored data. This paper uses counting processes and martingale techniques to provide a proof of the asymptotic normality of the estimator. A detailed analysis of the asymptotic variance is presented. (C) 1994 Academic Press, Inc.

【 授权许可】

Free