Article ID Journal Published Year Pages File Type
1149381 Journal of Statistical Planning and Inference 2011 9 Pages PDF
Abstract

In this paper, a censored linear errors-in-variables model is investigated. The asymptotic normality of the unknown parameter's estimator is obtained. Two empirical log-likelihood ratio statistics for the unknown parameter in the model are suggested. It is proved that the proposed statistics are asymptotically chi-squared under some mild conditions, and hence can be used to construct the confidence regions of the parameter of interest. Finite sample performance of the proposed method is illustrated in a simulation study.

Related Topics
Physical Sciences and Engineering Mathematics Applied Mathematics
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