变量为区间截断数据时回归模型的参数估计(英文)  

Regression Model with an Interval-Censored Data Covariant

作　　者：丁帮俊[1] 

机构地区：[1]华东师范大学金融与统计学院,上海200241

出　　处：《应用概率统计》2012年第2期143-149,共7页Chinese Journal of Applied Probability and Statistics

基　　金：supported by the National Natural Science Foundation of China(10671072)

摘　　要：在假设自变量X的分布为离散未知分布且样本为区间截断数据而因变量Y是可观察的情况下,利用EM方法得到了回归参数的极大似然估计,在一定的条件下估计量的分布为渐近正态的.A likelihood approach,together with a EM-type algorithm,to jointly estimate the regression coefficient as well as the marginal distribution of the covariant in regression model with an intervalcensored data covariant is developed.Under certain conditions the procedures are convergent,and the resulting estimators are asymptotically normal.

关 键 词：回归 区间数据 EM算法 渐近正态 

分 类 号：O213.7[理学—概率论与数理统计]