THE ESTIMATION OF $\sigma ^2$ IN LINEAR REGRESSION WITH CENSORED DATA
Citation:
Zheng Zukang.THE ESTIMATION OF $\sigma ^2$ IN LINEAR REGRESSION WITH CENSORED DATA[J].Chinese Annals of Mathematics B,1993,14(3):319~326
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Authors:
Zheng Zukang;
Abstract:
This paper proposes a new estimator of the parameter \sigma ^2 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 established under certain conditions.