污染数据区间截断下线性模型的参数估计(英文)  

Estimation of Parameters of Linear Regression Model under Contaminated and Interval Censored Response Variable

作　　者：何其祥[1] 郑明[2] 

机构地区：[1]上海财经大学应用数学系,上海200433 [2]复旦大学统计学系,上海200433

出　　处：《应用概率统计》2011年第1期14-20,共7页Chinese Journal of Applied Probability and Statistics

基　　金：supported by National Natural Science Foundation of China (10971033);Leading Academic Discipline Program;211 Project for Shanghai University of Finance and Economics (the 3rd phase)

摘　　要：本文研究了线性模型响应变量被污染且被区间截断下的参数估计问题, 借助于区间数据的无偏转换, 得到了回归系数和污染系数的估计, 并在一定的条件下得到了这些估计的强相合性. 通过若干模拟例子说明, 尽管数据经过污染和区间截断的双重信息损失, 但用本文提出的方法得到的估计, 仍能取得良好的估计效果.The estimation of regression parameters and the contamination coefficient of a linear model are studied when its response variables are contaminated and interval censored.Under some suitable conditions it is proved that the estimators which are established in this paper are strongly consistent.Some simulation results indicate that our method performs very well even though the data both contaminated and interval censored.

关 键 词：污染数据 区间数据 线性模型 

分 类 号：O212.7[理学—概率论与数理统计]