摘要
从无偏转换的思想出发,对区间数据的线性回归模型中误差项方差进行了估计.当截断变量的分布密度函数已知时,得到一批具有强相合性和渐近正态性的估计量,并通过模拟计算对这种估计方法的可行性进行了验证.
In reliability and survival analysis, the data obtained in modelling failure times are often interval censored. When interval censoring arises,almost all traditional statistical methods cannot work any more. Unbiased transformation method is used to estimate σ2 in linear regression with interval censored data. When the distribution of the censoring variables is specified, a class of estimators having strong consistency and asymptotic normality have been got.
出处
《复旦学报(自然科学版)》
CAS
CSCD
北大核心
2006年第3期404-411,共8页
Journal of Fudan University:Natural Science
基金
国家自然科学基金资助项目(70171008)
江西师范大学青年成长基金资助项目(1069)
关键词
区间数据
无偏转换
强相合性
渐近正态性
interval censored data
unbiased transformation
strong consistency
asymptotic normality