位置尺度分布下II型删失数据的回归简单估计量与最佳线性无偏估计量的等价性

The Equivalence of Regression-Simple and Best-Linear-Unbiased Estimators With Type II Censored Data from a Location Scale Distribution

Journal of the American Statistical Association · 1986
被引 2
ABS 4

中文导读

研究了当有k个独立来源的II型删失数据时,简单线性无偏估计量与最佳线性无偏估计量等价的充要条件,并展示了BLUE可通过两阶段过程获得,兼具模型检验和计算简便性。

Abstract

Abstract This article gives necessary and sufficient conditions for the equivalence of the simple linear unbiased estimator (SLUE) and the best linear unbiased estimator (BLUE) of the parameters when there are k independent sources of Type II censored data from a location scale distribution in which the location parameter is an unknown linear function of certain given independent variables and the scale parameter is an unknown constant. It also shows that the BLUE can be obtained in a two-stage procedure that has the same model-checking features and computational simplicity of the SLUE.

计量经济学数理统计线性回归删失数据