Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1149381 | Journal of Statistical Planning and Inference | 2011 | 9 Pages |
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
Authors
Qiang Liu,