Change-point estimation for censored regression model

被引：14

作者：

Wang, Zhan-feng ^{[1
]}

Wu, Yao-hua ^{[1
]}

Zhao, Lin-cheng ^{[1
]}

机构：

[1] Univ Sci & Technol China, Dept Stat & Finance, Hefei 230026, Peoples R China

来源：

SCIENCE IN CHINA SERIES A-MATHEMATICS | 2007年 / 50卷 / 01期

关键词：

censored regression; least absolute deviance (LAD); change-point; strong consistence; convergence rate;

D O I：

10.1007/s11425-007-2039-3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly consistent. Furthermore, its convergence rate is also obtained.

引用

页码：63 / 72

页数：10

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