| 删失回归模型的随机逼近 |
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| 引用本文： | 徐瑞峰,方易新.删失回归模型的随机逼近[J].中国科学技术大学学报,2003,33(4):379-387. |
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| 作者姓名： | 徐瑞峰 方易新 |
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| 作者单位： | 中国科学技术大学统计与金融系,安徽,合肥,230026 |
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| 基金项目： | ResearchpartiallysupportedbyNationalNaturalScienceFoundationofChina(GrantNo.10171094)，andPhD.ProgramFoundationoftheMinistryofEducationofChina . |
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| 摘 要： | 讨论了删失回归模型系数的LAD估计．Rao and zhao(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。
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| 关 键 词： | 删失回归 LAD估计 随机加权 |
Distribution Approximation in Censored Regression Model by Randomly Weighting Bootstrap |
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| Abstract.Distribution Approximation in Censored Regression Model by Randomly Weighting Bootstrap[J].Journal of University of Science and Technology of China,2003,33(4):379-387. |
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| Authors: | Abstract |
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| Abstract: | 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. |
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| Keywords: | censored regression model LAD estimator randomly weighting |
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