ASYMPTOTIC PROPERTIES OF LINEAR REGRESSION ESTIMATORS UNDER A FIXED CENSORSHIP MODEL |
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| Authors: | Peter James Smith |
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| Affiliation: | Department of Mathematics, Royal Melbourne Institute of Technology |
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| Abstract: | Modifications to the usual least squares normal equations have been proposed by Buckley and James (1979) when using distribution-free linear regression modelling under fixed right-censorship of the response. In this paper we consider large-sample distributional properties of the modified normal equation for the slope parameter and of estimators which ‘satisfy’ this equation. |
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| Keywords: | Censored regression normal equations zero-crossing product-limit estimator extended product-limit estimator. |
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