Least product relative error estimation with right censoring

doi:10.3969/j.issn.0253-2778.2017.09.007

Journal of University of Science and Technology of China ›› 2017, Vol. 47 ›› Issue (9): 755-761.DOI: 10.3969/j.issn.0253-2778.2017.09.007

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Least product relative error estimation with right censoring

HU Dahai, ZHANG Weiping

Department of Statistics and Finance, School of Management, University of Science and Technology of China, Hefei 230026， China

Received:2017-03-09 Revised:2017-06-11 Accepted:2017-06-11 Online:2023-03-27 Published:2017-06-11

Abstract

Abstract: The multiplicative regression model with right censoring was considered. Under the random right censorship, the criterion of the least product relative error (LPRE) was extended to the case with right censoring. Under some regular conditions, the consistency and asymptotic normality were established. Finally, some simulations were conducted to examine the finite performance of the proposed method.

Key words: multiplicative regression model, relative error, censoring, inverse probability weighted

CLC Number:

O212.1

HU Dahai, ZHANG Weiping. Least product relative error estimation with right censoring[J]. Journal of University of Science and Technology of China, 2017, 47(9): 755-761.

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Least product relative error estimation with right censoring

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