删失回归模型的随机逼近(英文)  

Distribution Approximation in Censored Regression Model by Randomly Weighting Bootstrap

作　　者：徐瑞峰[1] 方易新[1] 

机构地区：[1]中国科学技术大学统计与金融系,安徽合肥230026

出　　处：《中国科学技术大学学报》2003年第4期379-387,共9页JUSTC

基　　金：ResearchpartiallysupportedbyNationalNaturalScienceFoundationofChina(GrantNo.10171094);andPhD.ProgramFoundationoftheMinistryofEducationofChina .

摘　　要：讨论了删失回归模型系数的LAD估计.RaoandZhao(1992)提出了一般线性回归模型系数的M估计的随机逼近,本文把这一方法推广到删失回归模型.The least absolute deviation (LAD) Estimator of regression parameters in the censored regression model are considered.Rao and Zhao (1992) developed the random weighting method for Mestimates in linear regression models.In this paper we extend these results are extented to the censored regression models.

关 键 词：删失回归 LAD估计 随机加权 

分 类 号：O212.1[理学—概率论与数理统计]