| Change-point estimation for censored regression model |
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| 作者姓名： | Zhan-feng WANG Yao-hua WU & Lin-cheng ZHAO |
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| 作者单位： | Zhan-feng WANG，Yao-hua WU & Lin-cheng ZHAO Department of Statistics and Finance，University of Science and Technology of China，Hefei 230026，China |
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| 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.
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| 收稿时间： | 12 December 2005 |
| 修稿时间： | 20 July 2006 |
Change-point estimation for censored regression model |
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| Zhan-feng WANG,Yao-hua WU & Lin-cheng ZHAO.Change-point estimation for censored regression model[J].Science in China(Mathematics),2007,50(1):63-72. |
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| Authors: | Zhan-feng Wang Yao-hua Wu Lin-cheng Zhao |
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| Institution: | Department of Statistics and Finance, University of Science and Technology of China, Hefei 230026, China |
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| Abstract: | 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. |
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| Keywords: | censored regression least absolute deviance (LAD) change-point strong consistence convergence rate |
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