A confidence interval for the slope of a truncated regression

Summary Bhattacharya, Chernoff and Yang (1983) proposed a nonparametric estimate for the slope of a regression lineY = _o X + V subjected to the truncationYy ₀. The estimate corresponds to the zero-crossing of a random functionS _n (). In this paper an estimate for the asymptotic variance of the estimate of the slope is proposed and the rate of convergence is given. The proofs rest heavily on the local behavior ofS _n () in the neighborhood of the true value _o.