Consider a linear regression model Y=β'X+e.where Y may be right censored and the cdf F+o of e is unknown.We show that a modified semi-parametric MLE.denoted by .is strongly consistent under certain regularity con...Consider a linear regression model Y=β'X+e.where Y may be right censored and the cdf F+o of e is unknown.We show that a modified semi-parametric MLE.denoted by .is strongly consistent under certain regularity conditions.Moreover.if F_o is discontinuous,then P(≠βi.o.)=0, which means that P(=βif the sample size is large)=1.The latter property has not been reported for the existing estimators.By contrast,most estimators,such as the Buckley-James estimator and M-estimators .satisfy that P(≠βi.o.)=1.展开更多
基金Supported by the U.S.Army Grants DAMD17-99-1-9390 and DAMD17-01-0448
文摘Consider a linear regression model Y=β'X+e.where Y may be right censored and the cdf F+o of e is unknown.We show that a modified semi-parametric MLE.denoted by .is strongly consistent under certain regularity conditions.Moreover.if F_o is discontinuous,then P(≠βi.o.)=0, which means that P(=βif the sample size is large)=1.The latter property has not been reported for the existing estimators.By contrast,most estimators,such as the Buckley-James estimator and M-estimators .satisfy that P(≠βi.o.)=1.
