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...

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Veröffentlicht in:	Acta mathematica Sinica. English series 2002-04, Vol.18 (2), p.405-416
Hauptverfasser:	Yu, Qi Qing, Wong, George Y. C.
Format:	Artikel
Sprache:	eng
Schlagworte:	Consistency MLE Random variables Regression analysis Semi-parametric Super-efficiency
Online-Zugang:	Volltext
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