THE ESTIMATION OF SIGMA(2) IN LINEAR-REGRESSION WITH CENSORED-DATA

Authors
ZHENG ZK
Citation
Zk. Zheng, THE ESTIMATION OF SIGMA(2) IN LINEAR-REGRESSION WITH CENSORED-DATA, Chinese annals of mathematics. Ser. B, 14(3), 1993, pp. 319-326
Citations number
7
Categorie Soggetti
Mathematics, General",Mathematics
Journal title
Chinese annals of mathematics. Ser. B → ACNP
ISSN journal
02529599
Volume
14
Issue
3
Year of publication
1993
Pages
319 - 326
Database
ISI
SICI code
0252-9599(1993)14:3<319:TEOSIL>2.0.ZU;2-J
Abstract
This paper proposes a new estimator of the parameter sigma2 in simple linear regression model when the observations are randomly censored on the right. This estimator is explicitly defined and easily computable . The strong consistency and the asymptotic normality are also establi shed under certain conditions.