Asymptotic Properties of a Modified Semi-Parametric MLE in Linear Regression with Right-Censored Data

<正> Consider a linear regression model Y=β’X+e.where Y may be right censored and thecdf F+o of e is unknown.We show that a modified semi-parametric MLE.denoted by .is stronglyconsistent under certain regularity conditions.Moreover.if F_o is discontinuous,then P(≠βi.o.)=0,which means that P(=βif the sample size is large)=1.The latter property has not been reportedfor the existing estimators.By contrast,most estimators,such as the Buckley-James estimator andM-estimators .satisfy that P(≠βi.o.)=1.