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 th...
Gespeichert in:
| Veröffentlicht in: | Acta mathematica Sinica. English series 2002-04, Vol.18 (2), p.405-416 |
|---|---|
| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | 416 |
|---|---|
| container_issue | 2 |
| container_start_page | 405 |
| container_title | Acta mathematica Sinica. English series |
| container_volume | 18 |
| creator | Yu, Qi Qing Wong, George Y. C. |
| description | <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. |
| doi_str_mv | 10.1007/s101140200169 |
| format | Article |
| fullrecord | <record><control><sourceid>proquest_cross</sourceid><recordid>TN_cdi_proquest_journals_848404066</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><cqvip_id>665677783200202019</cqvip_id><sourcerecordid>2253248031</sourcerecordid><originalsourceid>FETCH-LOGICAL-c298t-4669020926117c4d9b431dc77e990478a7aaca65f4b79060eff3c48ede5993d23</originalsourceid><addsrcrecordid>eNpVkM1LAzEQxYMoWKtH78GrrE52s8nmWOonbLFUPS_p7uw2xd20SYr0vzfSIsgc3hx-b-bxCLlmcMcA5L1nwBiHFIAJdUJGjGcqkYLJ0-Ne5Eyckwvv1wB5rkCMCE78vt8EG0xN585u0AWDntqWajqzjWkNNvQde5PMtdM9BhfBWflIzUBLM6B2dIGdQ--NHei3CSu6MN0qJFMcvHXR_KCDviRnrf7yeHXUMfl8evyYviTl2_PrdFImdaqKkHAhVIyvUsGYrHmjljxjTS0lKgVcFlpqXWuRt3wpY3rAts1qXmCDuVJZk2ZjcnO4u3F2u0MfqrXduSG-rApecOAgRISSA1Q7673Dtto402u3rxhUv0VW_4qM_O2RX9mh25qh-zMIkQspZZFFNI3DVPYDA6Nx2g</addsrcrecordid><sourcetype>Aggregation Database</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype><pqid>848404066</pqid></control><display><type>article</type><title>Asymptotic Properties of a Modified Semi-Parametric MLE in Linear Regression with Right-Censored Data</title><source>Alma/SFX Local Collection</source><source>SpringerLink Journals - AutoHoldings</source><creator>Yu, Qi Qing ; Wong, George Y. C.</creator><creatorcontrib>Yu, Qi Qing ; Wong, George Y. C.</creatorcontrib><description>&lt;正&gt; 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.</description><identifier>ISSN: 1439-8516</identifier><identifier>EISSN: 1439-7617</identifier><identifier>DOI: 10.1007/s101140200169</identifier><language>eng</language><publisher>Heidelberg: Springer Nature B.V</publisher><subject>Consistency ; MLE ; Random variables ; Regression analysis ; Semi-parametric ; Super-efficiency</subject><ispartof>Acta mathematica Sinica. English series, 2002-04, Vol.18 (2), p.405-416</ispartof><rights>Springer-Verlag Berlin Heidelberg 2002</rights><lds50>peer_reviewed</lds50><woscitedreferencessubscribed>false</woscitedreferencessubscribed><citedby>FETCH-LOGICAL-c298t-4669020926117c4d9b431dc77e990478a7aaca65f4b79060eff3c48ede5993d23</citedby><cites>FETCH-LOGICAL-c298t-4669020926117c4d9b431dc77e990478a7aaca65f4b79060eff3c48ede5993d23</cites></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Uhttp://image.cqvip.com/vip1000/qk/85800X/85800X.jpg</thumbnail><link.rule.ids>314,780,784,27924,27925</link.rule.ids></links><search><creatorcontrib>Yu, Qi Qing</creatorcontrib><creatorcontrib>Wong, George Y. C.</creatorcontrib><title>Asymptotic Properties of a Modified Semi-Parametric MLE in Linear Regression with Right-Censored Data</title><title>Acta mathematica Sinica. English series</title><addtitle>Acta Mathematica Sinica</addtitle><description>&lt;正&gt; 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.</description><subject>Consistency</subject><subject>MLE</subject><subject>Random variables</subject><subject>Regression analysis</subject><subject>Semi-parametric</subject><subject>Super-efficiency</subject><issn>1439-8516</issn><issn>1439-7617</issn><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2002</creationdate><recordtype>article</recordtype><sourceid>8G5</sourceid><sourceid>ABUWG</sourceid><sourceid>AFKRA</sourceid><sourceid>AZQEC</sourceid><sourceid>BENPR</sourceid><sourceid>CCPQU</sourceid><sourceid>DWQXO</sourceid><sourceid>GNUQQ</sourceid><sourceid>GUQSH</sourceid><sourceid>M2O</sourceid><recordid>eNpVkM1LAzEQxYMoWKtH78GrrE52s8nmWOonbLFUPS_p7uw2xd20SYr0vzfSIsgc3hx-b-bxCLlmcMcA5L1nwBiHFIAJdUJGjGcqkYLJ0-Ne5Eyckwvv1wB5rkCMCE78vt8EG0xN585u0AWDntqWajqzjWkNNvQde5PMtdM9BhfBWflIzUBLM6B2dIGdQ--NHei3CSu6MN0qJFMcvHXR_KCDviRnrf7yeHXUMfl8evyYviTl2_PrdFImdaqKkHAhVIyvUsGYrHmjljxjTS0lKgVcFlpqXWuRt3wpY3rAts1qXmCDuVJZk2ZjcnO4u3F2u0MfqrXduSG-rApecOAgRISSA1Q7673Dtto402u3rxhUv0VW_4qM_O2RX9mh25qh-zMIkQspZZFFNI3DVPYDA6Nx2g</recordid><startdate>20020401</startdate><enddate>20020401</enddate><creator>Yu, Qi Qing</creator><creator>Wong, George Y. C.</creator><general>Springer Nature B.V</general><scope>2RA</scope><scope>92L</scope><scope>CQIGP</scope><scope>W94</scope><scope>~WA</scope><scope>AAYXX</scope><scope>CITATION</scope><scope>3V.</scope><scope>7SC</scope><scope>7TB</scope><scope>7WY</scope><scope>7WZ</scope><scope>7XB</scope><scope>87Z</scope><scope>88I</scope><scope>8AL</scope><scope>8FD</scope><scope>8FE</scope><scope>8FG</scope><scope>8FK</scope><scope>8FL</scope><scope>8G5</scope><scope>ABJCF</scope><scope>ABUWG</scope><scope>AFKRA</scope><scope>ARAPS</scope><scope>AZQEC</scope><scope>BENPR</scope><scope>BEZIV</scope><scope>BGLVJ</scope><scope>CCPQU</scope><scope>DWQXO</scope><scope>FR3</scope><scope>FRNLG</scope><scope>F~G</scope><scope>GNUQQ</scope><scope>GUQSH</scope><scope>HCIFZ</scope><scope>JQ2</scope><scope>K60</scope><scope>K6~</scope><scope>K7-</scope><scope>KR7</scope><scope>L.-</scope><scope>L6V</scope><scope>L7M</scope><scope>L~C</scope><scope>L~D</scope><scope>M0C</scope><scope>M0N</scope><scope>M2O</scope><scope>M2P</scope><scope>M7S</scope><scope>MBDVC</scope><scope>P5Z</scope><scope>P62</scope><scope>PQBIZ</scope><scope>PQBZA</scope><scope>PQEST</scope><scope>PQQKQ</scope><scope>PQUKI</scope><scope>PTHSS</scope><scope>Q9U</scope></search><sort><creationdate>20020401</creationdate><title>Asymptotic Properties of a Modified Semi-Parametric MLE in Linear Regression with Right-Censored Data</title><author>Yu, Qi Qing ; Wong, George Y. C.</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-c298t-4669020926117c4d9b431dc77e990478a7aaca65f4b79060eff3c48ede5993d23</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2002</creationdate><topic>Consistency</topic><topic>MLE</topic><topic>Random variables</topic><topic>Regression analysis</topic><topic>Semi-parametric</topic><topic>Super-efficiency</topic><toplevel>peer_reviewed</toplevel><toplevel>online_resources</toplevel><creatorcontrib>Yu, Qi Qing</creatorcontrib><creatorcontrib>Wong, George Y. C.</creatorcontrib><collection>中文科技期刊数据库</collection><collection>中文科技期刊数据库-CALIS站点</collection><collection>中文科技期刊数据库-7.0平台</collection><collection>中文科技期刊数据库-自然科学</collection><collection>中文科技期刊数据库- 镜像站点</collection><collection>CrossRef</collection><collection>ProQuest Central (Corporate)</collection><collection>Computer and Information Systems Abstracts</collection><collection>Mechanical & Transportation Engineering Abstracts</collection><collection>Access via ABI/INFORM (ProQuest)</collection><collection>ABI/INFORM Global (PDF only)</collection><collection>ProQuest Central (purchase pre-March 2016)</collection><collection>ABI/INFORM Global (Alumni Edition)</collection><collection>Science Database (Alumni Edition)</collection><collection>Computing Database (Alumni Edition)</collection><collection>Technology Research Database</collection><collection>ProQuest SciTech Collection</collection><collection>ProQuest Technology Collection</collection><collection>ProQuest Central (Alumni) (purchase pre-March 2016)</collection><collection>ABI/INFORM Collection (Alumni Edition)</collection><collection>Research Library (Alumni Edition)</collection><collection>Materials Science & Engineering Collection</collection><collection>ProQuest Central (Alumni Edition)</collection><collection>ProQuest Central UK/Ireland</collection><collection>Advanced Technologies & Aerospace Collection</collection><collection>ProQuest Central Essentials</collection><collection>ProQuest Central</collection><collection>Business Premium Collection</collection><collection>Technology Collection</collection><collection>ProQuest One Community College</collection><collection>ProQuest Central Korea</collection><collection>Engineering Research Database</collection><collection>Business Premium Collection (Alumni)</collection><collection>ABI/INFORM Global (Corporate)</collection><collection>ProQuest Central Student</collection><collection>Research Library Prep</collection><collection>SciTech Premium Collection</collection><collection>ProQuest Computer Science Collection</collection><collection>ProQuest Business Collection (Alumni Edition)</collection><collection>ProQuest Business Collection</collection><collection>Computer Science Database</collection><collection>Civil Engineering Abstracts</collection><collection>ABI/INFORM Professional Advanced</collection><collection>ProQuest Engineering Collection</collection><collection>Advanced Technologies Database with Aerospace</collection><collection>Computer and Information Systems Abstracts Academic</collection><collection>Computer and Information Systems Abstracts Professional</collection><collection>ABI/INFORM Global</collection><collection>Computing Database</collection><collection>Research Library</collection><collection>Science Database</collection><collection>Engineering Database</collection><collection>Research Library (Corporate)</collection><collection>Advanced Technologies & Aerospace Database</collection><collection>ProQuest Advanced Technologies & Aerospace Collection</collection><collection>ProQuest One Business</collection><collection>ProQuest One Business (Alumni)</collection><collection>ProQuest One Academic Eastern Edition (DO NOT USE)</collection><collection>ProQuest One Academic</collection><collection>ProQuest One Academic UKI Edition</collection><collection>Engineering Collection</collection><collection>ProQuest Central Basic</collection><jtitle>Acta mathematica Sinica. English series</jtitle></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext</fulltext></delivery><addata><au>Yu, Qi Qing</au><au>Wong, George Y. C.</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Asymptotic Properties of a Modified Semi-Parametric MLE in Linear Regression with Right-Censored Data</atitle><jtitle>Acta mathematica Sinica. English series</jtitle><addtitle>Acta Mathematica Sinica</addtitle><date>2002-04-01</date><risdate>2002</risdate><volume>18</volume><issue>2</issue><spage>405</spage><epage>416</epage><pages>405-416</pages><issn>1439-8516</issn><eissn>1439-7617</eissn><abstract>&lt;正&gt; 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.</abstract><cop>Heidelberg</cop><pub>Springer Nature B.V</pub><doi>10.1007/s101140200169</doi><tpages>12</tpages></addata></record> |
| fulltext | fulltext |
| identifier | ISSN: 1439-8516 |
| ispartof | Acta mathematica Sinica. English series, 2002-04, Vol.18 (2), p.405-416 |
| issn | 1439-8516 1439-7617 |
| language | eng |
| recordid | cdi_proquest_journals_848404066 |
| source | Alma/SFX Local Collection; SpringerLink Journals - AutoHoldings |
| subjects | Consistency MLE Random variables Regression analysis Semi-parametric Super-efficiency |
| title | Asymptotic Properties of a Modified Semi-Parametric MLE in Linear Regression with Right-Censored Data |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2024-12-26T19%3A17%3A27IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-proquest_cross&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Asymptotic%20Properties%20of%20a%20Modified%20Semi-Parametric%20MLE%20in%20Linear%20Regression%20with%20Right-Censored%20Data&rft.jtitle=Acta%20mathematica%20Sinica.%20English%20series&rft.au=Yu,%20Qi%20Qing&rft.date=2002-04-01&rft.volume=18&rft.issue=2&rft.spage=405&rft.epage=416&rft.pages=405-416&rft.issn=1439-8516&rft.eissn=1439-7617&rft_id=info:doi/10.1007/s101140200169&rft_dat=%3Cproquest_cross%3E2253248031%3C/proquest_cross%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_pqid=848404066&rft_id=info:pmid/&rft_cqvip_id=665677783200202019&rfr_iscdi=true |