THE THEIL-SEN ESTIMATOR WITH DOUBLY CENSORED-DATA AND APPLICATIONS TO ASTRONOMY

被引：145

作者：

AKRITAS, MG ^{[1
]}

MURPHY, SA ^{[1
]}

LAVALLEY, MP ^{[1
]}

机构：

[1] HARVARD UNIV,SCH PUBL HLTH,DEPT BIOSTAT,BOSTON,MA 02115

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1995年 / 90卷 / 429期

关键词：

CENSORED COVARIATE; CENSORED RESPONSE; INVERSION OF KENDALLS TAU; SIMPLE LINEAR REGRESSION; U STATISTICS;

D O I：

10.2307/2291140

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The Theil-Sen estimator of the slope parameter in simple linear regression is extended to data with both the response and the covariate subject to censoring. Based on inverting a suitable version of Kendall's tau statistic, this estimator requires weak assumptions and is simple to compute, and a simple estimate of its asymptotic variance is obtained. A second extension of the Theil-Sen estimator, based on a direct estimation of the median of pairwise slopes, is given. These estimators are compared numerically with versions of Schmitt's estimator and applied to two data sets from the recent astronomical literature.

引用

页码：170 / 177

页数：8

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