Edgeworth expansion in censored linear regression model |
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Authors: | Gensheng Qin Bing-Yi Jing |
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Affiliation: | (1) Department of Mathematics and Statistics, Georgia State University, 30303-3083 Atlanta, GA, U.S.A.;(2) Department of Mathematics, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong, China |
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Abstract: | For the censored simple linear regression model, we establish a oneterm Edgeworth expansion for the Koul, Susarla and Van Ryzin type estimator of the regression coefficient. Our approach is to represent the estimator of the regression coefficient as an asymptoticU-statistic plus some ignorable terms and hence apply the known results on the Edgeworth expansions for asymptoticU-statistic. The counting process and martingale techniques are used to provide the proof of the main results. |
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Keywords: | Censored data regression martingale asymptoticU-statistic Edgeworth expansion |
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